+296.4%
ARM vs IBKR
+306.7%
-10.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.2% |
| 7D | +5.5% | -3.3% | +8.7% | +7.8% |
| 30D | -8.2% | +4.5% | -12.7% | -11.9% |
| 3M | -35.9% | +6.5% | -42.4% | -38.8% |
| 6M | +103.1% | +34.2% | +68.9% | +66.7% |
| YTD | +130.6% | +44.5% | +86.2% | +78.4% |
| 1Y | +86.1% | +44.7% | +41.4% | +42.8% |
| All | +296.4% | +306.7% | -10.3% | +83.9% |
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 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