+1,395.9%
IBKR vs SPY
+616.0%
+780.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.3% |
| 7D | -3.8% | -2.0% | -1.8% | -1.7% |
| 30D | -0.3% | -1.7% | +1.3% | +1.6% |
| 3M | +4.8% | +4.7% | 0.0% | 0.0% |
| 6M | +30.8% | +12.5% | +18.3% | +16.3% |
| YTD | +39.5% | +11.7% | +27.7% | +25.5% |
| 1Y | +43.7% | +17.5% | +26.2% | +23.1% |
| 3Y | +284.7% | +76.6% | +208.1% | +119.6% |
| 5Y | +484.9% | +82.0% | +402.9% | +221.4% |
| 10Y | +980.8% | +317.1% | +663.7% | +150.5% |
| All | +1,395.9% | +616.0% | +780.0% | +95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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