+990.2%
IBKR vs SM
+23.0%
+967.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | -1.3% | +4.6% | -5.9% | -1.8% |
| 30D | -0.2% | +18.2% | -18.4% | -2.1% |
| 3M | +3.0% | +22.5% | -19.6% | +0.2% |
| 6M | +33.9% | +50.6% | -16.7% | +26.1% |
| YTD | +42.5% | +108.1% | -65.6% | +28.9% |
| 1Y | +44.9% | +46.0% | -1.1% | +36.1% |
| 3Y | +293.0% | +2.9% | +290.1% | +277.5% |
| 5Y | +497.7% | +112.6% | +385.1% | +419.5% |
| All | +990.2% | +23.0% | +967.2% | +673.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling