+177.8%
SE vs IBKR
+291.8%
-114.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -2.3% |
| 7D | -5.2% | -1.3% | -3.9% | -4.7% |
| 30D | -17.1% | -0.2% | -16.8% | -17.2% |
| 3M | +24.0% | +3.0% | +21.0% | +21.5% |
| 6M | +21.0% | +33.9% | -12.9% | +5.1% |
| YTD | -16.7% | +42.5% | -59.2% | -29.9% |
| 1Y | -45.9% | +44.9% | -90.8% | -55.1% |
| 3Y | +177.8% | +293.0% | -115.2% | +56.8% |
| All | +177.8% | +291.8% | -114.0% | +56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling