+1,395.9%
IBKR vs AG
+364.7%
+1,031.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.9% | +3.9% | -0.6% |
| 7D | -3.8% | -5.8% | +2.0% | -3.4% |
| 30D | -0.3% | +6.4% | -6.7% | -0.8% |
| 3M | +4.8% | +28.4% | -23.6% | +2.7% |
| 6M | +30.8% | -24.5% | +55.3% | +32.6% |
| YTD | +39.5% | +21.2% | +18.3% | +36.5% |
| 1Y | +43.7% | +114.1% | -70.4% | +35.0% |
| 3Y | +284.7% | +268.0% | +16.6% | +242.3% |
| 5Y | +484.9% | +67.3% | +417.6% | +436.8% |
| 10Y | +980.8% | +66.1% | +914.7% | +835.5% |
| All | +1,395.9% | +364.7% | +1,031.2% | +667.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling