+503.6%
IBKR vs SIRI
-41.5%
+545.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.2% | +2.1% |
| 7D | -1.3% | +0.6% | -1.9% | -1.4% |
| 30D | -0.2% | +2.5% | -2.7% | -0.5% |
| 3M | +3.0% | +6.6% | -3.7% | +2.0% |
| 6M | +33.9% | +32.9% | +1.0% | +29.1% |
| YTD | +42.5% | +50.5% | -8.0% | +35.1% |
| 1Y | +44.9% | +28.0% | +16.9% | +39.8% |
| 3Y | +293.0% | -22.4% | +315.4% | +285.7% |
| All | +503.6% | -41.5% | +545.1% | +521.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 5y: compounded portfolio wealth divided by compounded SIRI 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…
5y analysis · Full analysis span regression · 6 months rolling