+778.2%
PM vs IBKR
+1,554.0%
-775.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -1.2% | +1.3% | -2.5% | -1.4% |
| 30D | -0.2% | -0.3% | +0.2% | -0.3% |
| 3M | +4.9% | +4.7% | +0.2% | +3.4% |
| 6M | +9.0% | +34.0% | -25.0% | +2.3% |
| YTD | +17.8% | +40.8% | -23.0% | +9.1% |
| 1Y | +16.8% | +45.7% | -28.9% | +6.9% |
| 3Y | +125.4% | +288.4% | -162.9% | +63.8% |
| 5Y | +128.7% | +487.2% | -358.5% | +48.5% |
| 10Y | +211.8% | +991.2% | -779.4% | +69.6% |
| All | +778.2% | +1,554.0% | -775.9% | +276.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling