+2,332.4%
IBKR vs SFM
+106.3%
+2,226.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.3% | -0.8% |
| 7D | -3.8% | -8.8% | +5.0% | -2.6% |
| 30D | -0.3% | -14.5% | +14.1% | +1.7% |
| 3M | +4.8% | -16.8% | +21.6% | +7.0% |
| 6M | +30.8% | -5.3% | +36.1% | +30.4% |
| YTD | +39.5% | -9.4% | +48.8% | +39.6% |
| 1Y | +43.7% | -46.2% | +89.8% | +54.3% |
| 3Y | +284.7% | +81.3% | +203.4% | +248.9% |
| 5Y | +484.9% | +211.9% | +273.0% | +383.0% |
| 10Y | +980.8% | +268.4% | +712.5% | +730.5% |
| All | +2,332.4% | +106.3% | +2,226.1% | +1,966.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling