+584.3%
IBKR vs ABCL
-82.1%
+666.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.1% | -1.9% | +1.7% |
| 7D | -1.3% | -4.7% | +3.4% | -0.8% |
| 30D | -0.2% | +5.2% | -5.4% | -1.0% |
| 3M | +3.0% | +106.6% | -103.7% | -7.0% |
| 6M | +33.9% | +198.4% | -164.5% | +14.8% |
| YTD | +42.5% | +218.4% | -175.9% | +20.6% |
| 1Y | +44.9% | +136.2% | -91.4% | +26.0% |
| 3Y | +293.0% | +103.2% | +189.8% | +229.6% |
| 5Y | +497.7% | -42.7% | +540.3% | +428.1% |
| All | +584.3% | -82.1% | +666.4% | +535.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling