+107.8%
META vs IBKR
+297.1%
-189.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | +0.1% |
| 7D | +6.0% | +0.6% | +5.4% | +5.8% |
| 30D | +3.6% | +3.7% | -0.1% | +1.8% |
| 3M | +4.9% | +4.2% | +0.7% | +2.4% |
| 6M | -4.7% | +36.6% | -41.3% | -17.0% |
| YTD | -6.9% | +41.9% | -48.8% | -20.6% |
| 1Y | -18.2% | +49.5% | -67.7% | -32.4% |
| 3Y | +107.8% | +291.3% | -183.6% | +10.7% |
| All | +107.8% | +297.1% | -189.4% | +10.7% |
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 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