+2,184.5%
MSFT vs IBKR
+1,318.9%
+865.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.5% |
| 7D | -3.5% | -3.8% | +0.3% | -2.3% |
| 30D | -2.1% | -0.3% | -1.8% | -2.3% |
| 3M | +24.2% | +4.8% | +19.4% | +21.5% |
| 6M | +21.9% | +30.8% | -8.9% | +10.9% |
| YTD | +2.5% | +39.5% | -37.0% | -9.1% |
| 1Y | -0.8% | +43.7% | -44.4% | -13.3% |
| 3Y | +50.8% | +284.7% | -233.9% | -7.0% |
| 5Y | +73.5% | +484.9% | -411.4% | -9.0% |
| 10Y | +886.6% | +980.8% | -94.2% | +311.8% |
| All | +2,184.5% | +1,318.9% | +865.7% | +622.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling