+44.7%
IBKR vs SM
+37.6%
+7.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.2% | -0.6% |
| 7D | -3.3% | +0.1% | -3.4% | -3.3% |
| 30D | +4.5% | +26.3% | -21.8% | +6.7% |
| 3M | +6.5% | +8.7% | -2.2% | +8.0% |
| 6M | +34.2% | +51.7% | -17.5% | +35.3% |
| YTD | +44.5% | +99.0% | -54.6% | +41.5% |
| 1Y | +44.7% | +34.6% | +10.1% | +46.8% |
| All | +44.7% | +37.6% | +7.1% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling