+1,395.9%
IBKR vs SBAC
+567.1%
+828.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.9% | 0.0% |
| 7D | -3.8% | -5.3% | +1.5% | -2.0% |
| 30D | -0.3% | +0.4% | -0.7% | -0.4% |
| 3M | +4.8% | -11.9% | +16.7% | +8.7% |
| 6M | +30.8% | -4.5% | +35.3% | +30.0% |
| YTD | +39.5% | -4.3% | +43.8% | +37.8% |
| 1Y | +43.7% | -3.9% | +47.5% | +41.6% |
| 3Y | +284.7% | -11.0% | +295.7% | +271.4% |
| 5Y | +484.9% | -44.1% | +529.0% | +559.0% |
| 10Y | +980.8% | +81.6% | +899.2% | +562.4% |
| All | +1,395.9% | +567.1% | +828.9% | +316.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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