+288.3%
IBKR vs ABCL
+103.9%
+184.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.7% | -0.3% |
| 7D | +1.3% | -2.7% | +4.0% | +1.7% |
| 30D | -0.3% | +18.3% | -18.6% | -3.0% |
| 3M | +4.7% | +108.5% | -103.8% | -8.2% |
| 6M | +34.0% | +213.9% | -179.9% | +8.9% |
| YTD | +40.8% | +223.1% | -182.3% | +12.9% |
| 1Y | +45.7% | +160.6% | -114.9% | +19.8% |
| All | +288.3% | +103.9% | +184.4% | +191.4% |
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 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