+1,395.9%
IBKR vs SPG
+334.3%
+1,061.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | -3.8% | -2.2% | -1.6% | -3.1% |
| 30D | -0.3% | -5.8% | +5.5% | +1.8% |
| 3M | +4.8% | -2.8% | +7.6% | +5.5% |
| 6M | +30.8% | +8.9% | +21.9% | +26.4% |
| YTD | +39.5% | +14.3% | +25.2% | +32.2% |
| 1Y | +43.7% | +19.5% | +24.2% | +33.9% |
| 3Y | +284.7% | +106.9% | +177.8% | +193.2% |
| 5Y | +484.9% | +108.7% | +376.2% | +338.3% |
| 10Y | +980.8% | +63.8% | +917.0% | +677.7% |
| All | +1,395.9% | +334.3% | +1,061.6% | +462.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling