+10.6%
IBKR vs SN
+156.5%
-145.8%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | -0.6% |
| 7D | -6.8% | +10.6% | -17.4% | -9.6% |
| 30D | -12.5% | +20.0% | -32.6% | -17.2% |
| 3M | -12.0% | +30.4% | -42.4% | -18.7% |
| 6M | -4.5% | +91.0% | -95.5% | -23.5% |
| YTD | +21.5% | +95.9% | -74.5% | -5.1% |
| 1Y | +10.6% | +158.9% | -148.2% | -23.8% |
| All | +10.6% | +156.5% | -145.8% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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