+1,395.9%
IBKR vs AA
-30.3%
+1,426.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.8% | +3.8% | +0.3% |
| 7D | -3.8% | -5.4% | +1.6% | -2.4% |
| 30D | -0.3% | -10.7% | +10.4% | +2.6% |
| 3M | +4.8% | -26.2% | +31.0% | +12.8% |
| 6M | +30.8% | -20.9% | +51.7% | +36.2% |
| YTD | +39.5% | -8.6% | +48.1% | +39.3% |
| 1Y | +43.7% | +57.4% | -13.7% | +23.0% |
| 3Y | +284.7% | +77.8% | +206.8% | +200.2% |
| 5Y | +484.9% | +2.7% | +482.2% | +382.8% |
| 10Y | +980.8% | +121.2% | +859.6% | +470.2% |
| All | +1,395.9% | -30.3% | +1,426.2% | +809.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling