+44.7%
IBKR vs ALB
+60.9%
-16.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.1% | +0.3% |
| 7D | -3.3% | -8.1% | +4.8% | -2.1% |
| 30D | +4.5% | +6.3% | -1.8% | +3.0% |
| 3M | +6.5% | -23.6% | +30.1% | +10.6% |
| 6M | +34.2% | -24.6% | +58.8% | +37.3% |
| YTD | +44.5% | -10.3% | +54.7% | +43.7% |
| 1Y | +44.7% | +61.5% | -16.8% | +39.3% |
| All | +44.7% | +60.9% | -16.2% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 1y: compounded portfolio wealth divided by compounded ALB 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…
1y analysis · Full analysis span regression · 6 months rolling