+1,449.5%
IBKR vs ACGL
+1,178.9%
+270.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | +0.6% |
| 7D | -3.3% | -0.7% | -2.5% | -2.9% |
| 30D | +4.5% | -1.0% | +5.5% | +4.9% |
| 3M | +6.5% | +11.0% | -4.6% | -0.5% |
| 6M | +34.2% | -0.3% | +34.5% | +32.7% |
| YTD | +44.5% | +2.3% | +42.2% | +39.7% |
| 1Y | +44.7% | +6.4% | +38.3% | +36.0% |
| 3Y | +306.7% | +34.0% | +272.8% | +223.8% |
| 5Y | +489.9% | +161.6% | +328.2% | +208.8% |
| 10Y | +1,019.5% | +278.6% | +740.9% | +322.4% |
| All | +1,449.5% | +1,178.9% | +270.5% | +118.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling