+484.9%
IBKR vs ABCL
-47.0%
+531.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.3% | +4.4% | -0.2% |
| 7D | -3.8% | -9.6% | +5.8% | -2.5% |
| 30D | -0.3% | +7.2% | -7.5% | -1.5% |
| 3M | +4.8% | +105.5% | -100.7% | -6.9% |
| 6M | +30.8% | +193.0% | -162.2% | +9.6% |
| YTD | +39.5% | +205.8% | -166.4% | +15.3% |
| 1Y | +43.7% | +144.4% | -100.7% | +21.5% |
| 3Y | +284.7% | +93.3% | +191.3% | +214.6% |
| 5Y | +484.9% | -44.9% | +529.8% | +393.9% |
| All | +484.9% | -47.0% | +531.9% | +393.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling