+593.7%
IBKR vs ABCL
-81.3%
+674.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | -0.2% |
| 7D | -3.3% | +0.7% | -4.0% | -3.3% |
| 30D | +4.5% | +93.1% | -88.6% | -4.1% |
| 3M | +6.5% | +79.4% | -73.0% | -2.2% |
| 6M | +34.2% | +214.9% | -180.7% | +14.4% |
| YTD | +44.5% | +234.2% | -189.8% | +21.5% |
| 1Y | +44.7% | +174.8% | -130.1% | +23.8% |
| 3Y | +306.7% | +104.5% | +202.3% | +240.4% |
| 5Y | +489.9% | -39.0% | +528.9% | +418.0% |
| All | +593.7% | -81.3% | +674.9% | +540.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling