+327.1%
NET vs IBKR
+307.0%
+20.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | -7.0% | -3.3% | -3.7% | -5.3% |
| 30D | -4.8% | +4.5% | -9.3% | -6.9% |
| 3M | +3.8% | +6.5% | -2.7% | -0.5% |
| 6M | +50.0% | +34.2% | +15.8% | +27.1% |
| YTD | +41.5% | +44.5% | -3.0% | +14.2% |
| 1Y | +32.8% | +44.7% | -11.9% | +7.0% |
| All | +327.1% | +307.0% | +20.1% | +150.3% |
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