+50.1%
MSFT vs IBKR
+291.8%
-241.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.5% | +0.1% |
| 7D | -0.8% | -1.3% | +0.5% | -0.5% |
| 30D | +0.8% | -0.2% | +1.1% | +0.7% |
| 3M | +27.2% | +3.0% | +24.3% | +25.6% |
| 6M | +22.9% | +33.9% | -10.9% | +13.6% |
| YTD | +3.1% | +42.5% | -39.4% | -6.3% |
| 1Y | -0.3% | +44.9% | -45.1% | -10.3% |
| 3Y | +50.1% | +293.0% | -242.9% | +15.7% |
| All | +50.1% | +291.8% | -241.7% | +15.7% |
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