+293.0%
IBKR vs SFM
+82.1%
+210.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.1% |
| 7D | -1.3% | -10.6% | +9.3% | +0.2% |
| 30D | -0.2% | -15.5% | +15.2% | +2.0% |
| 3M | +3.0% | -17.4% | +20.4% | +5.3% |
| 6M | +33.9% | -3.4% | +37.3% | +32.4% |
| YTD | +42.5% | -8.7% | +51.2% | +42.2% |
| 1Y | +44.9% | -47.2% | +92.0% | +63.3% |
| 3Y | +293.0% | +82.7% | +210.3% | +267.5% |
| All | +293.0% | +82.1% | +210.9% | +267.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling