-14.4%
SMR vs IBKR
+469.7%
-484.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +2.2% | -17.9% | -17.5% |
| 7D | -11.2% | -1.3% | -9.9% | -10.7% |
| 30D | -10.2% | -0.2% | -10.0% | -10.9% |
| 3M | -10.0% | +3.0% | -13.0% | -13.0% |
| 6M | -30.5% | +33.9% | -64.3% | -44.7% |
| YTD | -39.2% | +42.5% | -81.7% | -53.0% |
| 1Y | -75.5% | +44.9% | -120.4% | -80.9% |
| 3Y | +45.4% | +293.0% | -247.6% | -24.4% |
| All | -14.4% | +469.7% | -484.1% | -59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling