+3.4%
SGOV vs IBKR
+7.2%
-3.7%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.2% | 0.0% |
| 7D | -0.2% | -1.4% | +1.2% | -0.2% |
| 30D | 0.0% | -13.6% | +13.6% | 0.0% |
| 3M | +0.6% | -11.8% | +12.4% | +0.6% |
| 6M | +1.6% | -12.7% | +14.3% | +1.6% |
| YTD | +2.8% | +18.3% | -15.4% | +2.8% |
| 1Y | +3.4% | +9.0% | -5.6% | +3.4% |
| All | +3.4% | +7.2% | -3.7% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling