-2.3%
SO vs IBKR
+46.7%
-49.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.8% | -0.4% |
| 7D | -1.1% | -1.3% | +0.3% | -1.2% |
| 30D | -5.0% | -0.2% | -4.8% | -4.9% |
| 3M | -5.8% | +3.0% | -8.7% | -5.3% |
| 6M | -7.9% | +33.9% | -41.8% | -5.6% |
| YTD | +2.4% | +42.5% | -40.1% | +5.4% |
| 1Y | -2.3% | +44.9% | -47.1% | +2.0% |
| All | -2.3% | +46.7% | -49.0% | +2.0% |
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