+990.2%
IBKR vs AG
+68.4%
+921.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.1% | +2.4% |
| 7D | -1.3% | -6.7% | +5.4% | -0.9% |
| 30D | -0.2% | +2.2% | -2.4% | -0.4% |
| 3M | +3.0% | +15.7% | -12.7% | +1.7% |
| 6M | +33.9% | -23.8% | +57.6% | +35.3% |
| YTD | +42.5% | +17.6% | +24.9% | +40.2% |
| 1Y | +44.9% | +88.6% | -43.8% | +38.9% |
| 3Y | +293.0% | +253.4% | +39.6% | +261.9% |
| 5Y | +497.7% | +62.4% | +435.2% | +460.4% |
| All | +990.2% | +68.4% | +921.8% | +903.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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