+41.9%
SO vs IBKR
+291.8%
-250.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.8% | -0.5% |
| 7D | -1.1% | -1.3% | +0.3% | -1.1% |
| 30D | -5.0% | -0.2% | -4.8% | -5.0% |
| 3M | -5.8% | +3.0% | -8.7% | -5.5% |
| 6M | -7.9% | +33.9% | -41.8% | -6.6% |
| YTD | +2.4% | +42.5% | -40.1% | +4.2% |
| 1Y | -2.3% | +44.9% | -47.1% | -0.5% |
| 3Y | +41.9% | +293.0% | -251.1% | +51.4% |
| All | +41.9% | +291.8% | -250.0% | +51.4% |
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 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