+79.8%
IBM vs IBKR
+291.8%
-212.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.2% | +1.8% | +3.5% |
| 7D | +3.6% | -1.3% | +4.9% | +3.9% |
| 30D | +3.1% | -0.2% | +3.3% | +3.0% |
| 3M | -10.8% | +3.0% | -13.8% | -12.3% |
| 6M | -0.8% | +33.9% | -34.7% | -8.3% |
| YTD | -16.2% | +42.5% | -58.7% | -23.4% |
| 1Y | -2.9% | +44.9% | -47.7% | -11.7% |
| 3Y | +79.8% | +293.0% | -213.2% | +38.7% |
| All | +79.8% | +291.8% | -212.0% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 3y: compounded portfolio wealth divided by compounded IBKR 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…
3y analysis · Full analysis span regression · 6 months rolling