+19.2%
ISRG vs IBKR
+283.5%
-264.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.3% |
| 7D | -2.5% | -3.8% | +1.3% | -1.5% |
| 30D | -10.2% | -0.3% | -9.9% | -10.3% |
| 3M | -12.5% | +4.8% | -17.3% | -14.2% |
| 6M | -25.8% | +30.8% | -56.6% | -32.3% |
| YTD | -36.4% | +39.5% | -75.8% | -43.3% |
| 1Y | -19.9% | +43.7% | -63.5% | -29.8% |
| All | +19.2% | +283.5% | -264.3% | -11.3% |
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