-41.1%
ACN vs IBKR
+495.5%
-536.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.2% | +1.2% | +2.9% |
| 7D | -1.5% | -1.3% | -0.2% | -1.2% |
| 30D | +2.1% | -0.2% | +2.3% | +2.0% |
| 3M | +11.1% | +3.0% | +8.1% | +9.3% |
| 6M | -6.8% | +33.9% | -40.7% | -15.0% |
| YTD | -30.0% | +42.5% | -72.5% | -37.3% |
| 1Y | -23.1% | +44.9% | -68.0% | -31.8% |
| 3Y | -40.4% | +293.0% | -333.4% | -63.2% |
| All | -41.1% | +495.5% | -536.6% | -70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling