+2,799.6%
IBKR vs GNRC
+2,082.9%
+716.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.9% | -0.7% | +1.5% |
| 7D | -1.3% | -0.2% | -1.2% | -1.3% |
| 30D | -0.2% | -15.7% | +15.5% | +3.5% |
| 3M | +3.0% | -27.3% | +30.3% | +9.6% |
| 6M | +33.9% | -12.1% | +45.9% | +35.5% |
| YTD | +42.5% | +37.1% | +5.4% | +29.9% |
| 1Y | +44.9% | -0.5% | +45.3% | +41.1% |
| 3Y | +293.0% | +61.5% | +231.5% | +235.6% |
| 5Y | +497.7% | -58.6% | +556.2% | +550.7% |
| 10Y | +1,004.4% | +446.3% | +558.1% | +526.0% |
| All | +2,799.6% | +2,082.9% | +716.7% | +1,045.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GNRC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling