-12.3%
PYPL vs IBKR
+291.8%
-304.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.1% |
| 7D | -2.3% | -1.3% | -0.9% | -1.9% |
| 30D | -9.0% | -0.2% | -8.8% | -9.2% |
| 3M | +30.6% | +3.0% | +27.6% | +28.3% |
| 6M | +18.6% | +33.9% | -15.3% | +6.4% |
| YTD | -7.2% | +42.5% | -49.7% | -18.9% |
| 1Y | -19.3% | +44.9% | -64.1% | -30.0% |
| 3Y | -12.3% | +293.0% | -305.3% | -42.4% |
| All | -12.3% | +291.8% | -304.1% | -42.4% |
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