-50.6%
ORCL vs IBKR
+46.7%
-97.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -3.1% |
| 7D | -5.4% | -1.3% | -4.0% | -4.6% |
| 30D | -2.0% | -0.2% | -1.7% | -2.2% |
| 3M | -18.1% | +3.0% | -21.0% | -19.9% |
| 6M | -7.2% | +33.9% | -41.1% | -21.8% |
| YTD | -22.2% | +42.5% | -64.7% | -36.2% |
| 1Y | -50.6% | +44.9% | -95.5% | -56.7% |
| All | -50.6% | +46.7% | -97.4% | -56.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling