-0.2%
SPGI vs IBKR
+38.4%
-38.7%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.5% |
| 7D | -3.1% | +1.3% | -4.4% | -3.2% |
| 30D | +2.0% | -0.3% | +2.4% | +1.7% |
| 3M | +4.3% | +4.7% | -0.3% | +2.7% |
| 6M | -0.2% | +34.0% | -34.3% | -8.8% |
| All | -0.2% | +38.4% | -38.7% | -8.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling