+944.8%
ADP vs IBKR
+1,332.5%
-387.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -0.8% |
| 7D | -5.7% | +1.3% | -7.0% | -6.0% |
| 30D | -3.1% | -0.3% | -2.8% | -3.3% |
| 3M | +15.6% | +4.7% | +10.9% | +13.0% |
| 6M | +20.8% | +34.0% | -13.2% | +9.4% |
| YTD | +4.7% | +40.8% | -36.1% | -6.9% |
| 1Y | -8.3% | +45.7% | -54.0% | -19.9% |
| 3Y | +13.6% | +288.4% | -274.8% | -28.7% |
| 5Y | +45.0% | +487.2% | -442.1% | -21.7% |
| 10Y | +279.0% | +991.2% | -712.2% | +63.4% |
| All | +944.8% | +1,332.5% | -387.7% | +241.6% |
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