+797.4%
PM vs IBKR
+1,538.3%
-740.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.1% | +2.3% |
| 7D | +1.9% | -3.8% | +5.7% | +2.6% |
| 30D | +1.9% | -0.3% | +2.2% | +1.7% |
| 3M | +4.6% | +4.8% | -0.2% | +3.0% |
| 6M | +11.7% | +30.8% | -19.1% | +5.2% |
| YTD | +20.4% | +39.5% | -19.1% | +11.7% |
| 1Y | +19.0% | +43.7% | -24.7% | +9.2% |
| 3Y | +130.4% | +284.7% | -154.3% | +67.6% |
| 5Y | +131.5% | +484.9% | -353.4% | +50.4% |
| 10Y | +218.7% | +980.8% | -762.2% | +73.6% |
| All | +797.4% | +1,538.3% | -740.9% | +285.5% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling