+10.6%
IBKR vs ABCL
+138.2%
-127.6%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | -6.8% | -10.0% | +3.2% | -5.2% |
| 30D | -12.5% | -10.9% | -1.7% | -11.1% |
| 3M | -12.0% | +101.6% | -113.7% | -23.0% |
| 6M | -4.5% | +167.5% | -172.1% | -24.4% |
| YTD | +21.5% | +259.1% | -237.6% | -14.8% |
| 1Y | +10.6% | +152.2% | -141.5% | -14.8% |
| All | +10.6% | +138.2% | -127.6% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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