+353.8%
IBKR vs ACGL
+173.3%
+180.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.2% | +0.5% |
| 7D | +7.9% | +2.2% | +5.7% | +7.1% |
| 30D | -2.8% | +12.3% | -15.1% | -6.7% |
| 3M | -10.5% | +11.8% | -22.3% | -14.0% |
| 6M | -3.7% | +17.5% | -21.2% | -9.9% |
| YTD | +27.6% | +14.3% | +13.3% | +19.8% |
| 1Y | +22.5% | +18.2% | +4.4% | +13.3% |
| 3Y | +307.2% | +33.2% | +274.1% | +246.0% |
| All | +353.8% | +173.3% | +180.6% | +141.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling