-5.9%
SAP vs IBKR
+10.3%
-16.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.2% |
| 7D | +1.3% | -6.8% | +8.1% | +2.2% |
| 30D | +15.5% | -12.5% | +28.1% | +17.4% |
| 3M | +22.8% | -12.0% | +34.8% | +24.6% |
| 6M | +42.5% | -4.5% | +47.0% | +39.9% |
| YTD | +0.5% | +21.5% | -20.9% | -6.4% |
| 1Y | -5.9% | +10.6% | -16.6% | -10.6% |
| All | -5.9% | +10.3% | -16.2% | -10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling