+74.5%
META vs IBKR
+489.2%
-414.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.8% | +7.3% | +6.9% |
| 7D | +10.3% | +1.3% | +9.0% | +9.6% |
| 30D | +9.9% | -0.3% | +10.2% | +9.5% |
| 3M | +11.9% | +4.7% | +7.3% | +8.7% |
| 6M | +1.2% | +34.0% | -32.9% | -12.4% |
| YTD | -0.8% | +40.8% | -41.6% | -16.6% |
| 1Y | -14.3% | +45.7% | -60.1% | -29.9% |
| 3Y | +121.4% | +288.4% | -167.0% | +8.0% |
| 5Y | +74.5% | +487.2% | -412.7% | -35.9% |
| All | +74.5% | +489.2% | -414.8% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling