+91.3%
ABBV vs IBKR
+291.8%
-200.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.3% | +0.8% |
| 7D | +0.3% | -1.3% | +1.6% | +0.3% |
| 30D | +3.4% | -0.2% | +3.6% | +3.3% |
| 3M | +15.2% | +3.0% | +12.3% | +15.0% |
| 6M | +14.7% | +33.9% | -19.2% | +13.0% |
| YTD | +15.2% | +42.5% | -27.3% | +13.0% |
| 1Y | +20.4% | +44.9% | -24.5% | +17.7% |
| 3Y | +91.3% | +293.0% | -201.7% | +61.9% |
| All | +91.3% | +291.8% | -200.5% | +61.9% |
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