+22.5%
IBKR vs ADVB
-72.7%
+95.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -23.6% | +24.1% | +1.0% |
| 7D | +7.9% | +27.8% | -19.9% | +7.1% |
| 30D | -2.8% | -50.8% | +48.0% | -2.4% |
| 3M | -10.5% | -70.5% | +60.1% | -9.8% |
| 6M | -3.7% | -46.7% | +43.0% | -6.0% |
| YTD | +27.6% | -56.7% | +84.2% | +25.5% |
| 1Y | +22.5% | -71.8% | +94.3% | +25.8% |
| All | +22.5% | -72.7% | +95.2% | +25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling