+503.6%
IBKR vs SNY
+9.4%
+494.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | -1.3% | -3.3% | +2.0% | -0.9% |
| 30D | -0.2% | -2.2% | +1.9% | +0.1% |
| 3M | +3.0% | -3.0% | +6.0% | +3.3% |
| 6M | +33.9% | +2.7% | +31.1% | +32.9% |
| YTD | +42.5% | -6.8% | +49.3% | +43.7% |
| 1Y | +44.9% | -5.3% | +50.1% | +45.4% |
| 3Y | +293.0% | -9.8% | +302.8% | +293.1% |
| All | +503.6% | +9.4% | +494.2% | +468.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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