+93.2%
IBKR vs ADVB
-88.8%
+181.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +2.0% | -1.7% |
| 7D | +0.6% | -14.0% | +14.6% | +0.9% |
| 30D | +3.7% | +41.0% | -37.3% | +3.0% |
| 3M | +4.2% | +127.9% | -123.7% | +0.6% |
| 6M | +36.6% | +101.3% | -64.7% | +30.6% |
| YTD | +41.9% | +53.8% | -11.9% | +36.9% |
| 1Y | +49.5% | +4.4% | +45.1% | +44.6% |
| All | +93.2% | -88.8% | +181.9% | +126.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling