+2,273.6%
ISRG vs IBKR
+1,332.5%
+941.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.6% | +1.2% |
| 7D | -5.0% | +1.3% | -6.3% | -5.5% |
| 30D | -10.2% | -0.3% | -9.9% | -10.4% |
| 3M | -17.2% | +4.7% | -21.9% | -19.3% |
| 6M | -28.4% | +34.0% | -62.5% | -36.8% |
| YTD | -37.6% | +40.8% | -78.4% | -46.3% |
| 1Y | -24.4% | +45.7% | -70.2% | -36.2% |
| 3Y | +18.4% | +288.4% | -269.9% | -33.4% |
| 5Y | -1.0% | +487.2% | -488.1% | -53.5% |
| 10Y | +370.1% | +991.2% | -621.1% | +66.5% |
| All | +2,273.6% | +1,332.5% | +941.1% | +451.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling