+503.6%
IBKR vs ACI
-39.5%
+543.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.2% | -1.1% | +2.1% |
| 7D | -1.3% | -3.7% | +2.4% | -1.3% |
| 30D | -0.2% | +0.6% | -0.8% | -0.3% |
| 3M | +3.0% | -20.3% | +23.3% | +3.7% |
| 6M | +33.9% | -24.7% | +58.5% | +34.8% |
| YTD | +42.5% | -27.2% | +69.7% | +43.7% |
| 1Y | +44.9% | -32.7% | +77.6% | +46.9% |
| 3Y | +293.0% | -43.9% | +336.9% | +304.8% |
| All | +503.6% | -39.5% | +543.1% | +517.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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