+10.6%
IBKR vs SFM
-35.8%
+46.5%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | +0.7% |
| 7D | -6.8% | -12.3% | +5.5% | -6.6% |
| 30D | -12.5% | -16.2% | +3.7% | -12.5% |
| 3M | -12.0% | -36.8% | +24.7% | -13.1% |
| 6M | -4.5% | -32.6% | +28.1% | -5.3% |
| YTD | +21.5% | -31.7% | +53.2% | +21.6% |
| 1Y | +10.6% | -35.0% | +45.6% | +10.9% |
| All | +10.6% | -35.8% | +46.5% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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