+145.7%
ALAB vs IBKR
+38.4%
+107.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.6% |
| 7D | +9.6% | +1.3% | +8.3% | +8.7% |
| 30D | -5.3% | -0.3% | -4.9% | -5.2% |
| 3M | -12.0% | +4.7% | -16.7% | -13.1% |
| 6M | +145.7% | +34.0% | +111.7% | +89.6% |
| All | +145.7% | +38.4% | +107.3% | +89.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling