+73.7%
IBKR vs ADVB
-96.8%
+170.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.1% |
| 3M | -10.5% | -70.5% | +60.1% | -9.4% |
| 6M | -3.7% | -46.7% | +43.0% | -5.6% |
| YTD | +27.6% | -56.7% | +84.2% | +24.7% |
| 1Y | +22.5% | -71.8% | +94.3% | +21.4% |
| All | +73.7% | -96.8% | +170.5% | +106.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling