+171.9%
SAP vs IBKR
+1,011.6%
-839.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.4% |
| 7D | -4.1% | -1.3% | -2.7% | -3.7% |
| 30D | +1.1% | -0.2% | +1.3% | +1.0% |
| 3M | +26.1% | +3.0% | +23.2% | +23.9% |
| 6M | +9.8% | +33.9% | -24.1% | -0.4% |
| YTD | -13.6% | +42.5% | -56.1% | -23.5% |
| 1Y | -18.7% | +44.9% | -63.5% | -28.7% |
| 3Y | +54.1% | +293.0% | -238.9% | -5.0% |
| 5Y | +54.7% | +497.7% | -442.9% | -19.6% |
| All | +171.9% | +1,011.6% | -839.8% | +24.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling