+500.9%
SAP vs IBKR
+1,332.5%
-831.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.4% | -0.9% |
| 7D | -0.3% | +1.3% | -1.6% | -0.6% |
| 30D | +0.3% | -0.3% | +0.6% | +0.2% |
| 3M | +16.9% | +4.7% | +12.2% | +14.1% |
| 6M | +6.3% | +34.0% | -27.7% | -4.0% |
| YTD | -12.4% | +40.8% | -53.2% | -22.5% |
| 1Y | -21.6% | +45.7% | -67.4% | -31.7% |
| 3Y | +54.8% | +288.4% | -233.6% | -4.5% |
| 5Y | +56.2% | +487.2% | -431.0% | -17.6% |
| 10Y | +179.0% | +991.2% | -812.2% | +15.0% |
| All | +500.9% | +1,332.5% | -831.6% | +81.4% |
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 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