+408.0%
META vs IBKR
+1,011.6%
-603.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | -0.3% |
| 7D | +5.1% | -1.3% | +6.4% | +5.6% |
| 30D | +12.0% | -0.2% | +12.2% | +11.6% |
| 3M | +14.1% | +3.0% | +11.2% | +11.9% |
| 6M | -0.9% | +33.9% | -34.7% | -12.8% |
| YTD | -1.7% | +42.5% | -44.2% | -16.1% |
| 1Y | -13.4% | +44.9% | -58.3% | -27.2% |
| 3Y | +112.6% | +293.0% | -180.5% | +16.5% |
| 5Y | +72.6% | +497.7% | -425.0% | -21.8% |
| All | +408.0% | +1,011.6% | -603.7% | +105.1% |
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