+1,607.2%
IBKR vs ACM
+218.1%
+1,389.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | +0.5% |
| 7D | +1.3% | -3.7% | +5.0% | +2.9% |
| 30D | -0.3% | -12.7% | +12.3% | +4.5% |
| 3M | +4.7% | -9.8% | +14.5% | +7.6% |
| 6M | +34.0% | -31.4% | +65.4% | +53.8% |
| YTD | +40.8% | -32.1% | +72.9% | +61.7% |
| 1Y | +45.7% | -47.8% | +93.5% | +86.0% |
| 3Y | +288.4% | -22.1% | +310.4% | +316.5% |
| 5Y | +487.2% | +1.8% | +485.4% | +461.9% |
| 10Y | +991.2% | +132.5% | +858.7% | +607.2% |
| All | +1,607.2% | +218.1% | +1,389.1% | +771.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling