+140.7%
MS vs IBKR
+480.3%
-339.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -0.8% |
| 7D | -2.1% | -3.8% | +1.7% | -0.3% |
| 30D | -1.1% | -0.3% | -0.8% | -1.3% |
| 3M | +3.5% | +4.8% | -1.3% | +0.7% |
| 6M | +33.7% | +30.8% | +2.9% | +16.6% |
| YTD | +21.8% | +39.5% | -17.7% | +2.9% |
| 1Y | +41.1% | +43.7% | -2.5% | +16.7% |
| 3Y | +174.5% | +284.7% | -110.1% | +38.0% |
| 5Y | +140.7% | +484.9% | -344.2% | -7.2% |
| All | +140.7% | +480.3% | -339.6% | -7.2% |
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