+503.6%
IBKR vs HBM
+327.6%
+176.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.3% |
| 6M | +33.9% | +17.9% | +16.0% | +27.3% |
| YTD | +42.5% | +33.7% | +8.8% | +31.3% |
| 1Y | +44.9% | +95.6% | -50.7% | +23.7% |
| 3Y | +293.0% | +458.1% | -165.1% | +166.0% |
| All | +503.6% | +327.6% | +176.0% | +318.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling