+1,248.2%
PANW vs IBKR
+1,011.6%
+236.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.5% | -3.1% |
| 7D | -0.8% | -1.3% | +0.6% | -0.3% |
| 30D | -14.6% | -0.2% | -14.3% | -14.7% |
| 3M | +18.3% | +3.0% | +15.3% | +16.4% |
| 6M | +100.5% | +33.9% | +66.6% | +78.7% |
| YTD | +79.5% | +42.5% | +37.0% | +55.3% |
| 1Y | +66.7% | +44.9% | +21.9% | +42.7% |
| 3Y | +161.2% | +293.0% | -131.8% | +48.6% |
| 5Y | +322.2% | +497.7% | -175.5% | +100.4% |
| All | +1,248.2% | +1,011.6% | +236.6% | +473.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling