+448.3%
SO vs IBKR
+1,332.5%
-884.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.7% |
| 7D | 0.0% | +1.3% | -1.3% | -0.1% |
| 30D | -2.5% | -0.3% | -2.2% | -2.5% |
| 3M | -4.2% | +4.7% | -8.8% | -4.9% |
| 6M | -7.7% | +34.0% | -41.7% | -10.9% |
| YTD | +3.8% | +40.8% | -37.0% | -0.7% |
| 1Y | +0.1% | +45.7% | -45.7% | -4.9% |
| 3Y | +44.2% | +288.4% | -244.2% | +19.3% |
| 5Y | +57.9% | +487.2% | -429.3% | +21.6% |
| 10Y | +162.0% | +991.2% | -829.2% | +80.4% |
| All | +448.3% | +1,332.5% | -884.2% | +217.1% |
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