+369.5%
ALAB vs IBKR
+246.2%
+123.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.2% | +0.6% |
| 7D | -6.2% | -1.3% | -4.8% | -5.0% |
| 30D | -8.7% | -0.2% | -8.4% | -8.8% |
| 3M | -20.7% | +3.0% | -23.7% | -23.2% |
| 6M | +133.5% | +33.9% | +99.7% | +80.8% |
| YTD | +75.1% | +42.5% | +32.6% | +29.2% |
| 1Y | +25.0% | +44.9% | -19.8% | -7.6% |
| All | +369.5% | +246.2% | +123.3% | +154.9% |
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