+553.4%
SE vs IBKR
+684.4%
-131.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -2.5% |
| 7D | -5.2% | -1.3% | -3.9% | -4.6% |
| 30D | -17.1% | -0.2% | -16.8% | -17.3% |
| 3M | +24.0% | +3.0% | +21.0% | +20.7% |
| 6M | +21.0% | +33.9% | -12.9% | +1.5% |
| YTD | -16.7% | +42.5% | -59.2% | -32.9% |
| 1Y | -45.9% | +44.9% | -90.8% | -57.3% |
| 3Y | +177.8% | +293.0% | -115.2% | +17.7% |
| 5Y | -67.4% | +497.7% | -565.0% | -89.1% |
| All | +553.4% | +684.4% | -131.0% | +77.1% |
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