+1,395.9%
IBKR vs SGI
+974.8%
+421.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.2% | -0.2% |
| 7D | -3.8% | -4.9% | +1.1% | -2.6% |
| 30D | -0.3% | +1.6% | -1.9% | -0.8% |
| 3M | +4.8% | -3.2% | +7.9% | +5.2% |
| 6M | +30.8% | -16.0% | +46.8% | +35.8% |
| YTD | +39.5% | -25.4% | +64.9% | +49.0% |
| 1Y | +43.7% | -21.6% | +65.2% | +51.0% |
| 3Y | +284.7% | +52.9% | +231.8% | +235.8% |
| 5Y | +484.9% | +47.5% | +437.4% | +398.7% |
| 10Y | +980.8% | +263.5% | +717.3% | +543.3% |
| All | +1,395.9% | +974.8% | +421.1% | +312.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling