+503.6%
IBKR vs SPG
+106.0%
+397.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.1% |
| 7D | -1.3% | -1.2% | -0.2% | -0.9% |
| 30D | -0.2% | -6.1% | +5.9% | +2.5% |
| 3M | +3.0% | -3.6% | +6.6% | +4.1% |
| 6M | +33.9% | +10.4% | +23.4% | +26.9% |
| YTD | +42.5% | +14.4% | +28.1% | +32.6% |
| 1Y | +44.9% | +16.5% | +28.3% | +33.4% |
| 3Y | +293.0% | +106.8% | +186.2% | +177.2% |
| All | +503.6% | +106.0% | +397.6% | +312.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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