+639.0%
SPYM vs IBKR
+1,349.8%
-710.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.3% | +0.2% |
| 7D | -0.8% | -1.3% | +0.6% | -0.4% |
| 30D | -1.1% | -0.2% | -0.9% | -1.3% |
| 3M | +3.9% | +3.0% | +0.9% | +2.3% |
| 6M | +13.6% | +33.9% | -20.2% | +3.1% |
| YTD | +12.7% | +42.5% | -29.8% | -0.1% |
| 1Y | +17.6% | +44.9% | -27.3% | +3.2% |
| 3Y | +77.2% | +293.0% | -215.8% | +11.6% |
| 5Y | +84.1% | +497.7% | -413.5% | -0.3% |
| 10Y | +323.8% | +1,004.4% | -680.6% | +84.3% |
| All | +639.0% | +1,349.8% | -710.8% | +141.3% |
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