+990.2%
IBKR vs ACGL
+276.6%
+713.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -1.3% | -2.0% | +0.7% | -0.5% |
| 30D | -0.2% | -1.2% | +1.0% | +0.2% |
| 3M | +3.0% | +5.4% | -2.5% | -0.2% |
| 6M | +33.9% | +1.4% | +32.5% | +31.7% |
| YTD | +42.5% | +0.2% | +42.3% | +39.9% |
| 1Y | +44.9% | +4.1% | +40.7% | +39.0% |
| 3Y | +293.0% | +28.2% | +264.8% | +231.5% |
| 5Y | +497.7% | +159.5% | +338.1% | +247.0% |
| All | +990.2% | +276.6% | +713.6% | +393.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling