+199.6%
ARM vs IBKR
+259.2%
-59.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.2% | -5.1% |
| 7D | +9.1% | +7.9% | +1.2% | +3.2% |
| 30D | -19.9% | -2.8% | -17.2% | -17.3% |
| 3M | -31.6% | -10.5% | -21.2% | -25.0% |
| 6M | -13.9% | -3.7% | -10.1% | -9.7% |
| YTD | +74.3% | +27.6% | +46.7% | +50.2% |
| 1Y | +35.8% | +22.5% | +13.3% | +20.0% |
| 3Y | +268.6% | +307.2% | -38.6% | +74.1% |
| All | +199.6% | +259.2% | -59.6% | +54.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling