+325.6%
IBKR vs SN
+447.8%
-122.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.5% |
| 7D | -1.3% | -7.3% | +5.9% | +0.5% |
| 30D | -0.2% | -13.6% | +13.4% | +3.5% |
| 3M | +3.0% | +18.6% | -15.6% | -1.8% |
| 6M | +33.9% | +46.0% | -12.1% | +20.4% |
| YTD | +42.5% | +43.7% | -1.2% | +28.5% |
| 1Y | +44.9% | +39.2% | +5.7% | +31.1% |
| 3Y | +293.0% | +306.5% | -13.5% | +224.6% |
| All | +325.6% | +447.8% | -122.2% | +251.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling