+1,428.5%
IBKR vs SBAC
+582.0%
+846.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | -0.1% | +1.4% |
| 7D | -1.3% | -2.1% | +0.7% | -0.6% |
| 30D | -0.2% | +2.0% | -2.2% | -0.9% |
| 3M | +3.0% | -8.3% | +11.3% | +5.4% |
| 6M | +33.9% | +0.3% | +33.5% | +30.8% |
| YTD | +42.5% | -2.2% | +44.7% | +39.8% |
| 1Y | +44.9% | -4.6% | +49.5% | +43.3% |
| 3Y | +293.0% | -8.3% | +301.3% | +275.4% |
| 5Y | +497.7% | -42.8% | +540.5% | +568.3% |
| 10Y | +1,004.4% | +85.6% | +918.8% | +571.8% |
| All | +1,428.5% | +582.0% | +846.6% | +321.8% |
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