+129.8%
PM vs IBKR
+291.8%
-162.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.8% |
| 7D | +4.7% | -1.3% | +6.0% | +4.6% |
| 30D | +2.6% | -0.2% | +2.8% | +2.7% |
| 3M | +6.6% | +3.0% | +3.6% | +6.7% |
| 6M | +16.5% | +33.9% | -17.4% | +16.8% |
| YTD | +21.2% | +42.5% | -21.3% | +21.6% |
| 1Y | +17.9% | +44.9% | -26.9% | +18.2% |
| 3Y | +129.8% | +293.0% | -163.2% | +116.7% |
| All | +129.8% | +291.8% | -162.0% | +116.7% |
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 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