+1,410.3%
IBKR vs SM
+19.0%
+1,391.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -0.8% |
| 7D | +1.3% | -0.2% | +1.5% | +1.3% |
| 30D | -0.3% | +20.3% | -20.6% | -3.0% |
| 3M | +4.7% | +22.9% | -18.2% | +0.9% |
| 6M | +34.0% | +47.8% | -13.8% | +24.5% |
| YTD | +40.8% | +107.5% | -66.7% | +24.1% |
| 1Y | +45.7% | +51.7% | -6.0% | +33.8% |
| 3Y | +288.4% | -0.9% | +289.2% | +271.1% |
| 5Y | +487.2% | +112.2% | +374.9% | +384.8% |
| 10Y | +991.2% | +20.3% | +970.9% | +622.6% |
| All | +1,410.3% | +19.0% | +1,391.3% | +455.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling