+433.8%
MAR vs IBKR
+1,011.6%
-577.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +0.8% |
| 7D | -0.5% | -1.3% | +0.8% | 0.0% |
| 30D | -5.4% | -0.2% | -5.2% | -5.7% |
| 3M | -15.5% | +3.0% | -18.5% | -17.5% |
| 6M | +3.0% | +33.9% | -30.9% | -10.7% |
| YTD | +8.5% | +42.5% | -34.0% | -9.2% |
| 1Y | +26.0% | +44.9% | -18.9% | +3.4% |
| 3Y | +68.6% | +293.0% | -224.4% | -17.6% |
| 5Y | +157.4% | +497.7% | -340.3% | -1.5% |
| All | +433.8% | +1,011.6% | -577.8% | +60.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling