+1,428.5%
IBKR vs SPYG
+964.6%
+463.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.4% |
| 3M | +3.0% | +3.7% | -0.8% | -0.6% |
| 6M | +33.9% | +16.4% | +17.4% | +16.0% |
| YTD | +42.5% | +13.3% | +29.2% | +27.1% |
| 1Y | +44.9% | +17.9% | +27.0% | +24.8% |
| 3Y | +293.0% | +98.3% | +194.7% | +106.8% |
| 5Y | +497.7% | +86.4% | +411.2% | +225.6% |
| 10Y | +1,004.4% | +421.9% | +582.5% | +101.7% |
| All | +1,428.5% | +964.6% | +463.9% | +32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling