Performance Since Inception
Consolidated Portfolio
Interactive Brokers PortfolioAnalyst  ·  TWR  ·  USD  ·  Dec 4, 2024 – May 7, 2026
Live Track Record
Cumulative Return
32.40%
Dec 2024 – May 2026
S&P 500 Return
21.28%
Same period (cumulative)
Outperformance
+11.12%
vs S&P 500 benchmark
Sharpe Ratio
1.45
Risk-adjusted return
Cumulative Return vs S&P 500
Time-weighted return · rebased to inception (Dec 2024)
Consolidated Portfolio
S&P 500 (SPX)
Risk-Adjusted Performance
Sharpe Ratio — return earned per unit of risk taken (higher = better)
Consolidated Portfolio 1.45
S&P 500 (Historical Avg.) ~0.60
Typical Hedge Fund ~0.80
A Sharpe ratio above 1.0 is considered strong. Above 1.5 is exceptional. Our ratio of 1.45 places the portfolio well into the top tier of risk-adjusted performers.
Portfolio Sharpe Ratio 1.45
2.4× better risk-adjusted return than the S&P 500's historical average — a hallmark of disciplined active management.

Source: Interactive Brokers PortfolioAnalyst  ·  Analysis Period: December 4, 2024 – May 7, 2026  ·  Performance Measure: TWR  ·  Base Currency: USD  ·  Std. Deviation: 3.08%

Past performance does not guarantee future results. This material is for informational purposes only and does not constitute investment advice.