-19.0%
ISRG vs IBKR
+46.7%
-65.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.2% | +2.0% |
| 7D | +0.7% | -1.3% | +2.0% | +0.9% |
| 30D | -8.0% | -0.2% | -7.8% | -8.1% |
| 3M | -10.6% | +3.0% | -13.5% | -11.5% |
| 6M | -25.1% | +33.9% | -59.0% | -30.3% |
| YTD | -34.8% | +42.5% | -77.3% | -40.0% |
| 1Y | -19.0% | +44.9% | -63.9% | -25.7% |
| All | -19.0% | +46.7% | -65.8% | -25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling