+503.6%
IBKR vs AG
+63.6%
+440.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.1% | +2.5% |
| 7D | -1.3% | -6.7% | +5.4% | -0.6% |
| 30D | -0.2% | +2.2% | -2.4% | -0.6% |
| 3M | +3.0% | +15.7% | -12.7% | +1.1% |
| 6M | +33.9% | -23.8% | +57.6% | +35.9% |
| YTD | +42.5% | +17.6% | +24.9% | +39.1% |
| 1Y | +44.9% | +88.6% | -43.8% | +36.2% |
| 3Y | +293.0% | +253.4% | +39.6% | +249.4% |
| All | +503.6% | +63.6% | +440.0% | +467.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling