+89.9%
IBKR vs ADVB
-88.9%
+178.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.1% | -5.1% | -1.0% |
| 7D | -3.8% | -5.9% | +2.1% | -3.7% |
| 30D | -0.3% | +13.9% | -14.2% | -0.6% |
| 3M | +4.8% | +127.3% | -122.6% | +1.1% |
| 6M | +30.8% | +77.0% | -46.2% | +25.6% |
| YTD | +39.5% | +51.5% | -12.1% | +34.6% |
| 1Y | +43.7% | -11.3% | +55.0% | +40.3% |
| All | +89.9% | -88.9% | +178.8% | +122.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling