+110.9%
MO vs IBKR
+1,011.6%
-900.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | +0.1% |
| 7D | +0.1% | -1.3% | +1.5% | +0.3% |
| 30D | +7.1% | -0.2% | +7.4% | +7.0% |
| 3M | -2.0% | +3.0% | -4.9% | -2.6% |
| 6M | +7.3% | +33.9% | -26.6% | +3.2% |
| YTD | +23.5% | +42.5% | -19.0% | +17.4% |
| 1Y | +11.0% | +44.9% | -33.9% | +5.0% |
| 3Y | +95.0% | +293.0% | -198.0% | +53.0% |
| 5Y | +100.6% | +497.7% | -397.0% | +42.0% |
| All | +110.9% | +1,011.6% | -900.8% | +46.9% |
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 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