+990.2%
IBKR vs SPYG
+424.6%
+565.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.4% |
| 7D | -1.3% | -0.9% | -0.5% | -0.5% |
| 30D | -0.2% | -1.5% | +1.3% | +1.3% |
| 3M | +3.0% | +3.7% | -0.8% | -0.4% |
| 6M | +33.9% | +16.4% | +17.4% | +17.3% |
| YTD | +42.5% | +13.3% | +29.2% | +28.2% |
| 1Y | +44.9% | +17.9% | +27.0% | +26.3% |
| 3Y | +293.0% | +98.3% | +194.7% | +122.4% |
| 5Y | +497.7% | +86.4% | +411.2% | +252.7% |
| All | +990.2% | +424.6% | +565.6% | +138.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling