+1,410.3%
IBKR vs SAN
+142.1%
+1,268.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.5% | -0.3% |
| 7D | +1.3% | -0.5% | +1.8% | +1.5% |
| 30D | -0.3% | -0.1% | -0.3% | -0.3% |
| 3M | +4.7% | +19.6% | -15.0% | -2.6% |
| 6M | +34.0% | +32.7% | +1.3% | +19.7% |
| YTD | +40.8% | +26.7% | +14.1% | +27.6% |
| 1Y | +45.7% | +51.6% | -5.9% | +22.8% |
| 3Y | +288.4% | +348.7% | -60.4% | +108.8% |
| 5Y | +487.2% | +378.7% | +108.4% | +199.2% |
| 10Y | +991.2% | +336.9% | +654.3% | +434.5% |
| All | +1,410.3% | +142.1% | +1,268.2% | +596.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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