+73.0%
AGG vs IBKR
+1,349.8%
-1,276.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | 0.0% |
| 7D | -1.1% | -1.3% | +0.3% | -1.1% |
| 30D | -1.1% | -0.2% | -0.9% | -1.1% |
| 3M | -1.9% | +3.0% | -4.9% | -1.8% |
| 6M | -1.7% | +33.9% | -35.6% | -1.1% |
| YTD | -1.3% | +42.5% | -43.8% | -0.5% |
| 1Y | -0.7% | +44.9% | -45.6% | +0.1% |
| 3Y | +12.5% | +293.0% | -280.5% | +16.0% |
| 5Y | -2.5% | +497.7% | -500.1% | +1.5% |
| 10Y | +14.2% | +1,004.4% | -990.2% | +20.9% |
| All | +73.0% | +1,349.8% | -1,276.8% | +86.2% |
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