+503.6%
IBKR vs ADM
+65.2%
+438.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | -1.3% | +2.5% | -3.8% | -1.8% |
| 30D | -0.2% | +9.5% | -9.7% | -2.0% |
| 3M | +3.0% | +10.6% | -7.7% | +0.8% |
| 6M | +33.9% | +24.0% | +9.8% | +27.9% |
| YTD | +42.5% | +54.0% | -11.5% | +30.4% |
| 1Y | +44.9% | +45.3% | -0.5% | +33.7% |
| 3Y | +293.0% | +21.8% | +271.2% | +274.8% |
| All | +503.6% | +65.2% | +438.4% | +368.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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