+2.0%
IBKR vs HUM
+60.0%
-58.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.3% | -5.3% | -6.4% |
| 7D | -11.1% | -1.2% | -9.9% | -10.9% |
| 30D | -19.7% | +2.1% | -21.8% | -20.0% |
| 3M | -18.0% | +13.4% | -31.4% | -19.5% |
| 6M | -13.2% | +72.7% | -85.8% | -19.6% |
| YTD | +13.4% | +62.3% | -48.9% | +4.4% |
| 1Y | +2.0% | +57.5% | -55.5% | -6.0% |
| All | +2.0% | +60.0% | -58.0% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 1y: compounded portfolio wealth divided by compounded HUM 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…
1y analysis · Full analysis span regression · 6 months rolling