+990.2%
IBKR vs AA
+122.9%
+867.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -1.3% | -3.4% | +2.1% | -0.6% |
| 30D | -0.2% | -5.8% | +5.6% | +1.0% |
| 3M | +3.0% | -29.9% | +32.9% | +10.9% |
| 6M | +33.9% | -27.0% | +60.9% | +41.4% |
| YTD | +42.5% | -8.7% | +51.2% | +42.5% |
| 1Y | +44.9% | +50.6% | -5.8% | +28.7% |
| 3Y | +293.0% | +74.1% | +218.9% | +223.1% |
| 5Y | +497.7% | +2.6% | +495.1% | +413.1% |
| All | +990.2% | +122.9% | +867.3% | +514.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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