+8,512.6%
MU vs IBKR
+1,343.5%
+7,169.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -0.5% |
| 7D | +7.2% | +0.6% | +6.5% | +6.6% |
| 30D | +14.0% | +3.7% | +10.3% | +11.0% |
| 3M | +5.4% | +4.2% | +1.1% | +2.8% |
| 6M | +170.3% | +36.6% | +133.6% | +124.0% |
| YTD | +250.7% | +41.9% | +208.8% | +182.5% |
| 1Y | +662.1% | +49.5% | +612.6% | +497.2% |
| 3Y | +1,341.2% | +291.3% | +1,049.9% | +509.2% |
| 5Y | +1,319.3% | +492.7% | +826.7% | +344.9% |
| 10Y | +5,778.3% | +994.0% | +4,784.3% | +1,054.2% |
| All | +8,512.6% | +1,343.5% | +7,169.2% | +979.5% |
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