+1,428.5%
IBKR vs GRMN
+826.5%
+602.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.8% | -1.7% | +0.9% |
| 7D | -1.3% | +2.0% | -3.4% | -2.0% |
| 30D | -0.2% | -8.8% | +8.6% | +2.8% |
| 3M | +3.0% | +19.0% | -16.1% | -3.8% |
| 6M | +33.9% | +20.7% | +13.1% | +24.5% |
| YTD | +42.5% | +40.5% | +2.0% | +25.8% |
| 1Y | +44.9% | +19.1% | +25.7% | +34.7% |
| 3Y | +293.0% | +182.7% | +110.3% | +168.7% |
| 5Y | +497.7% | +82.3% | +415.3% | +365.3% |
| 10Y | +1,004.4% | +672.8% | +331.6% | +450.9% |
| All | +1,428.5% | +826.5% | +602.0% | +515.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling