+1,308.2%
MU vs IBKR
+291.8%
+1,016.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -1.8% |
| 7D | -4.1% | -1.3% | -2.7% | -3.2% |
| 30D | +7.0% | -0.2% | +7.2% | +6.7% |
| 3M | -2.1% | +3.0% | -5.0% | -4.1% |
| 6M | +133.1% | +33.9% | +99.2% | +93.2% |
| YTD | +241.9% | +42.5% | +199.4% | +170.4% |
| 1Y | +548.8% | +44.9% | +503.9% | +410.1% |
| 3Y | +1,308.2% | +293.0% | +1,015.2% | +626.3% |
| All | +1,308.2% | +291.8% | +1,016.4% | +626.3% |
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