+1,428.5%
IBKR vs SU
+179.1%
+1,249.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -1.3% | +2.2% | -3.6% | -2.0% |
| 30D | -0.2% | +8.4% | -8.7% | -2.7% |
| 3M | +3.0% | +12.1% | -9.1% | -1.0% |
| 6M | +33.9% | +19.7% | +14.2% | +25.3% |
| YTD | +42.5% | +58.4% | -15.9% | +22.6% |
| 1Y | +44.9% | +67.2% | -22.4% | +22.5% |
| 3Y | +293.0% | +125.0% | +168.0% | +200.1% |
| 5Y | +497.7% | +355.1% | +142.6% | +255.8% |
| 10Y | +1,004.4% | +263.7% | +740.7% | +541.0% |
| All | +1,428.5% | +179.1% | +1,249.5% | +616.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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