-0.8%
MSFT vs IBKR
+45.1%
-45.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -2.0% |
| 7D | -2.7% | -3.3% | +0.6% | -2.1% |
| 30D | +2.7% | +4.5% | -1.8% | +1.5% |
| 3M | +17.0% | +6.5% | +10.5% | +14.4% |
| 6M | +23.8% | +34.2% | -10.4% | +14.9% |
| YTD | +4.0% | +44.5% | -40.5% | -3.9% |
| 1Y | -0.8% | +44.7% | -45.5% | -8.2% |
| All | -0.8% | +45.1% | -45.9% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling