+990.2%
IBKR vs GRMN
+677.8%
+312.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.2% | -2.1% | +0.4% |
| 7D | -1.3% | +2.4% | -3.8% | -2.3% |
| 30D | -0.2% | -8.5% | +8.2% | +3.5% |
| 3M | +3.0% | +19.5% | -16.5% | -5.9% |
| 6M | +33.9% | +21.2% | +12.7% | +21.4% |
| YTD | +42.5% | +41.0% | +1.5% | +20.5% |
| 1Y | +44.9% | +19.6% | +25.3% | +31.1% |
| 3Y | +293.0% | +183.8% | +109.2% | +128.0% |
| 5Y | +497.7% | +83.0% | +414.6% | +327.2% |
| All | +990.2% | +677.8% | +312.4% | +280.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 10y: compounded portfolio wealth divided by compounded GRMN 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…
10y analysis · Full analysis span regression · 6 months rolling