+4,571.7%
MA vs IBKR
+1,343.5%
+3,228.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.3% | -0.8% |
| 7D | -1.8% | +0.6% | -2.4% | -2.1% |
| 30D | +1.4% | +3.7% | -2.3% | -0.4% |
| 3M | +17.7% | +4.2% | +13.5% | +14.4% |
| 6M | +9.7% | +36.6% | -27.0% | -4.9% |
| YTD | +0.5% | +41.9% | -41.4% | -14.9% |
| 1Y | -2.1% | +49.5% | -51.6% | -19.7% |
| 3Y | +40.1% | +291.3% | -251.2% | -26.8% |
| 5Y | +67.5% | +492.7% | -425.2% | -29.0% |
| 10Y | +505.6% | +994.0% | -488.4% | +86.8% |
| All | +4,571.7% | +1,343.5% | +3,228.2% | +839.7% |
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 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