+68.6%
MA vs IBKR
+495.5%
-426.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.2% |
| 7D | -1.7% | -1.3% | -0.4% | -1.4% |
| 30D | +1.7% | -0.2% | +1.9% | +1.5% |
| 3M | +17.2% | +3.0% | +14.2% | +15.5% |
| 6M | +13.3% | +33.9% | -20.5% | +3.7% |
| YTD | +0.2% | +42.5% | -42.3% | -10.4% |
| 1Y | -2.7% | +44.9% | -47.6% | -14.2% |
| 3Y | +39.1% | +293.0% | -253.9% | -16.4% |
| All | +68.6% | +495.5% | -426.9% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling