+54.5%
SAP vs IBKR
+495.5%
-440.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.3% |
| 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% | +24.2% |
| 6M | +9.8% | +33.9% | -24.1% | +0.5% |
| YTD | -13.6% | +42.5% | -56.1% | -22.6% |
| 1Y | -18.7% | +44.9% | -63.5% | -27.8% |
| 3Y | +54.1% | +293.0% | -238.9% | -2.5% |
| All | +54.5% | +495.5% | -440.9% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling