+91.3%
META vs IBKR
+302.6%
-211.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.3% |
| 7D | +3.1% | +11.8% | -8.8% | -1.3% |
| 30D | -18.2% | -7.0% | -11.2% | -16.2% |
| 3M | +7.8% | -11.2% | +19.0% | +11.9% |
| 6M | +3.6% | -3.7% | +7.3% | +3.4% |
| YTD | -5.3% | +26.8% | -32.1% | -16.3% |
| 1Y | +2.7% | +12.3% | -9.6% | -4.9% |
| All | +91.3% | +302.6% | -211.4% | -2.8% |
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