+307.2%
IBKR vs ABCL
+185.8%
+121.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.7% |
| 7D | +7.9% | -3.3% | +11.2% | +8.4% |
| 30D | -2.8% | -7.1% | +4.3% | -1.8% |
| 3M | -10.5% | +4.7% | -15.2% | -11.7% |
| 6M | -3.7% | +140.9% | -144.6% | -18.5% |
| YTD | +27.6% | +236.0% | -208.4% | +0.9% |
| 1Y | +22.5% | +217.4% | -194.9% | -2.3% |
| 3Y | +307.2% | +188.7% | +118.5% | +210.7% |
| All | +307.2% | +185.8% | +121.4% | +210.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling