+1,395.9%
IBKR vs ADM
+290.7%
+1,105.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -3.8% | +3.0% | -6.8% | -4.9% |
| 30D | -0.3% | +8.7% | -9.0% | -3.9% |
| 3M | +4.8% | +7.6% | -2.8% | +1.1% |
| 6M | +30.8% | +26.9% | +3.9% | +17.4% |
| YTD | +39.5% | +54.3% | -14.8% | +15.5% |
| 1Y | +43.7% | +45.7% | -2.0% | +20.9% |
| 3Y | +284.7% | +21.9% | +262.7% | +233.2% |
| 5Y | +484.9% | +67.2% | +417.7% | +327.4% |
| 10Y | +980.8% | +177.7% | +803.1% | +506.2% |
| All | +1,395.9% | +290.7% | +1,105.2% | +493.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling