+990.2%
IBKR vs SGI
+270.1%
+720.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.9% |
| 7D | -1.3% | -4.5% | +3.1% | -0.2% |
| 30D | -0.2% | +4.2% | -4.4% | -1.4% |
| 3M | +3.0% | -7.4% | +10.4% | +4.6% |
| 6M | +33.9% | -15.1% | +48.9% | +38.6% |
| YTD | +42.5% | -24.7% | +67.2% | +52.0% |
| 1Y | +44.9% | -21.8% | +66.6% | +52.4% |
| 3Y | +293.0% | +50.0% | +243.0% | +246.1% |
| 5Y | +497.7% | +48.9% | +448.7% | +408.2% |
| All | +990.2% | +270.1% | +720.1% | +552.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 10y: compounded portfolio wealth divided by compounded SGI 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…
10y analysis · Full analysis span regression · 6 months rolling