+45.4%
SMR vs IBKR
+291.8%
-246.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +2.2% | -17.9% | -18.1% |
| 7D | -11.2% | -1.3% | -9.9% | -10.5% |
| 30D | -10.2% | -0.2% | -10.0% | -11.3% |
| 3M | -10.0% | +3.0% | -13.0% | -14.5% |
| 6M | -30.5% | +33.9% | -64.3% | -49.7% |
| YTD | -39.2% | +42.5% | -81.7% | -58.1% |
| 1Y | -75.5% | +44.9% | -120.4% | -83.0% |
| 3Y | +45.4% | +293.0% | -247.6% | -42.6% |
| All | +45.4% | +291.8% | -246.4% | -42.6% |
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 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