+44.9%
IBKR vs ABCL
+152.1%
-107.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.1% | -1.9% | +1.5% |
| 7D | -1.3% | -4.7% | +3.4% | -0.6% |
| 30D | -0.2% | +5.2% | -5.4% | -1.4% |
| 3M | +3.0% | +106.6% | -103.7% | -12.2% |
| 6M | +33.9% | +198.4% | -164.5% | +2.5% |
| YTD | +42.5% | +218.4% | -175.9% | +5.3% |
| 1Y | +44.9% | +136.2% | -91.4% | +15.4% |
| All | +44.9% | +152.1% | -107.2% | +15.4% |
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