+1,410.3%
IBKR vs HDB
+596.0%
+814.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.1% |
| 7D | +1.3% | -4.9% | +6.2% | +3.1% |
| 30D | -0.3% | -5.8% | +5.5% | +1.7% |
| 3M | +4.7% | -5.2% | +9.9% | +6.0% |
| 6M | +34.0% | -25.7% | +59.7% | +48.0% |
| YTD | +40.8% | -39.6% | +80.4% | +66.9% |
| 1Y | +45.7% | -36.9% | +82.6% | +69.5% |
| 3Y | +288.4% | -29.7% | +318.1% | +324.2% |
| 5Y | +487.2% | -37.8% | +524.9% | +561.1% |
| 10Y | +991.2% | +33.7% | +957.5% | +774.4% |
| All | +1,410.3% | +596.0% | +814.3% | +364.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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