+44.9%
IBKR vs ACM
-48.8%
+93.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +2.0% |
| 7D | -1.3% | -4.6% | +3.2% | -0.3% |
| 30D | -0.2% | +4.1% | -4.3% | -1.4% |
| 3M | +3.0% | -8.3% | +11.3% | +4.1% |
| 6M | +33.9% | -30.1% | +63.9% | +51.1% |
| YTD | +42.5% | -32.6% | +75.1% | +63.5% |
| 1Y | +44.9% | -49.6% | +94.4% | +77.5% |
| All | +44.9% | -48.8% | +93.7% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling