+562.3%
SE vs IBKR
+667.6%
-105.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | 0.0% | -0.4% |
| 7D | -4.8% | -3.8% | -1.0% | -2.8% |
| 30D | -18.1% | -0.3% | -17.8% | -18.3% |
| 3M | +30.6% | +4.8% | +25.9% | +26.0% |
| 6M | +20.8% | +30.8% | -10.0% | +2.7% |
| YTD | -15.6% | +39.5% | -55.0% | -31.2% |
| 1Y | -44.2% | +43.7% | -87.9% | -55.7% |
| 3Y | +181.5% | +284.7% | -103.1% | +20.7% |
| 5Y | -66.9% | +484.9% | -551.8% | -88.8% |
| All | +562.3% | +667.6% | -105.3% | +81.6% |
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