+38.1%
MA vs IBKR
+283.5%
-245.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | -3.5% | -3.8% | +0.3% | -3.0% |
| 30D | +0.7% | -0.3% | +1.0% | +0.6% |
| 3M | +15.8% | +4.8% | +11.0% | +14.3% |
| 6M | +10.2% | +30.8% | -20.6% | +4.2% |
| YTD | -0.5% | +39.5% | -39.9% | -7.4% |
| 1Y | -1.8% | +43.7% | -45.5% | -9.7% |
| All | +38.1% | +283.5% | -245.4% | +3.4% |
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