+503.6%
IBKR vs SM
+108.4%
+395.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | -1.3% | +4.6% | -5.9% | -2.0% |
| 30D | -0.2% | +18.2% | -18.4% | -2.8% |
| 3M | +3.0% | +22.5% | -19.6% | -0.9% |
| 6M | +33.9% | +50.6% | -16.7% | +22.4% |
| YTD | +42.5% | +108.1% | -65.6% | +21.7% |
| 1Y | +44.9% | +46.0% | -1.1% | +32.0% |
| 3Y | +293.0% | +2.9% | +290.1% | +267.2% |
| All | +503.6% | +108.4% | +395.2% | +373.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling