+990.2%
IBKR vs ALB
+78.3%
+911.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.4% | +5.6% | +3.0% |
| 7D | -1.3% | -6.6% | +5.3% | +0.1% |
| 30D | -0.2% | -8.1% | +7.9% | +1.4% |
| 3M | +3.0% | -25.7% | +28.6% | +9.6% |
| 6M | +33.9% | -29.5% | +63.3% | +42.5% |
| YTD | +42.5% | -16.2% | +58.7% | +44.7% |
| 1Y | +44.9% | +59.2% | -14.4% | +25.0% |
| 3Y | +293.0% | -33.7% | +326.7% | +289.9% |
| 5Y | +497.7% | -48.1% | +545.8% | +500.3% |
| All | +990.2% | +78.3% | +911.9% | +600.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling