+1.5%
SMR vs IBKR
+457.5%
-456.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.0% | -4.6% | -4.7% |
| 7D | +4.7% | -3.8% | +8.5% | +8.0% |
| 30D | +3.2% | -0.3% | +3.5% | +2.8% |
| 3M | +9.9% | +4.8% | +5.1% | +5.1% |
| 6M | -15.1% | +30.8% | -45.9% | -30.9% |
| YTD | -27.9% | +39.5% | -67.4% | -43.1% |
| 1Y | -70.2% | +43.7% | -113.9% | -76.5% |
| 3Y | +72.5% | +284.7% | -212.2% | -8.4% |
| All | +1.5% | +457.5% | -456.0% | -50.7% |
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