+990.2%
IBKR vs SRE
+122.3%
+867.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.4% |
| 7D | -1.3% | -0.8% | -0.5% | -1.1% |
| 30D | -0.2% | -3.0% | +2.8% | +0.4% |
| 3M | +3.0% | -8.3% | +11.3% | +5.2% |
| 6M | +33.9% | -8.9% | +42.8% | +36.6% |
| YTD | +42.5% | -4.3% | +46.8% | +42.8% |
| 1Y | +44.9% | +2.7% | +42.1% | +41.7% |
| 3Y | +293.0% | +28.7% | +264.3% | +254.1% |
| 5Y | +497.7% | +47.1% | +450.5% | +411.0% |
| All | +990.2% | +122.3% | +867.9% | +791.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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