+95.0%
MO vs IBKR
+291.8%
-196.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | +0.5% |
| 7D | +0.1% | -1.3% | +1.5% | 0.0% |
| 30D | +7.1% | -0.2% | +7.4% | +7.2% |
| 3M | -2.0% | +3.0% | -4.9% | -1.5% |
| 6M | +7.3% | +33.9% | -26.6% | +9.1% |
| YTD | +23.5% | +42.5% | -19.0% | +25.7% |
| 1Y | +11.0% | +44.9% | -33.9% | +13.0% |
| 3Y | +95.0% | +293.0% | -198.0% | +89.4% |
| All | +95.0% | +291.8% | -196.8% | +89.4% |
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 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