+44.9%
IBKR vs AA
+56.9%
-12.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -1.3% | -3.4% | +2.1% | -0.5% |
| 30D | -0.2% | -5.8% | +5.6% | +1.2% |
| 3M | +3.0% | -29.9% | +32.9% | +12.7% |
| 6M | +33.9% | -27.0% | +60.9% | +41.9% |
| YTD | +42.5% | -8.7% | +51.2% | +36.3% |
| 1Y | +44.9% | +50.6% | -5.8% | +15.7% |
| All | +44.9% | +56.9% | -12.0% | +15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling