+1,594.6%
META vs IBKR
+2,563.6%
-969.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.7% |
| 7D | +5.2% | +7.9% | -2.7% | +2.1% |
| 30D | -13.0% | -2.8% | -10.2% | -12.3% |
| 3M | +7.9% | -10.5% | +18.4% | +11.8% |
| 6M | +4.2% | -3.7% | +8.0% | +4.1% |
| YTD | -2.5% | +27.6% | -30.1% | -13.3% |
| 1Y | +5.6% | +22.5% | -16.9% | -4.8% |
| 3Y | +96.8% | +307.2% | -210.4% | +7.8% |
| 5Y | +90.0% | +357.7% | -267.6% | -3.1% |
| 10Y | +444.3% | +846.8% | -402.5% | +104.4% |
| All | +1,594.6% | +2,563.6% | -969.0% | +350.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling