+990.2%
IBKR vs HBM
+619.2%
+371.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.3% |
| 7D | -1.3% | -3.3% | +1.9% | -0.8% |
| 30D | -0.2% | -4.8% | +4.6% | +0.7% |
| 3M | +3.0% | -0.4% | +3.4% | +2.4% |
| 6M | +33.9% | +17.9% | +16.0% | +27.8% |
| YTD | +42.5% | +33.7% | +8.8% | +32.0% |
| 1Y | +44.9% | +95.6% | -50.7% | +24.5% |
| 3Y | +293.0% | +458.1% | -165.1% | +167.5% |
| 5Y | +497.7% | +329.0% | +168.7% | +306.9% |
| All | +990.2% | +619.2% | +371.0% | +457.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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