+293.0%
IBKR vs ALB
-33.9%
+327.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.8% | +5.9% | +2.7% |
| 7D | -1.3% | -6.9% | +5.6% | -0.3% |
| 30D | -0.2% | -8.4% | +8.2% | +0.8% |
| 3M | +3.0% | -25.9% | +28.9% | +7.3% |
| 6M | +33.9% | -29.7% | +63.6% | +39.3% |
| YTD | +42.5% | -16.5% | +59.0% | +44.2% |
| 1Y | +44.9% | +58.7% | -13.8% | +33.2% |
| 3Y | +293.0% | -34.0% | +327.0% | +276.9% |
| All | +293.0% | -33.9% | +327.0% | +276.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling