+44.7%
IBKR vs SN
+46.4%
-1.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | 0.0% |
| 7D | -3.3% | -9.3% | +6.1% | -0.2% |
| 30D | +4.5% | -4.8% | +9.3% | +6.2% |
| 3M | +6.5% | +40.4% | -33.9% | -5.4% |
| 6M | +34.2% | +50.9% | -16.8% | +14.7% |
| YTD | +44.5% | +54.9% | -10.5% | +22.2% |
| 1Y | +44.7% | +43.0% | +1.7% | +43.7% |
| All | +44.7% | +46.4% | -1.7% | +43.7% |
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