+1,395.9%
IBKR vs ALB
+277.2%
+1,118.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.1% | 0.0% |
| 7D | -3.8% | -7.6% | +3.8% | -1.5% |
| 30D | -0.3% | -5.6% | +5.3% | +1.0% |
| 3M | +4.8% | -16.8% | +21.6% | +9.9% |
| 6M | +30.8% | -26.3% | +57.1% | +40.1% |
| YTD | +39.5% | -13.2% | +52.7% | +40.6% |
| 1Y | +43.7% | +68.8% | -25.1% | +15.6% |
| 3Y | +284.7% | -30.7% | +315.3% | +270.2% |
| 5Y | +484.9% | -46.3% | +531.2% | +472.5% |
| 10Y | +980.8% | +81.7% | +899.1% | +464.2% |
| All | +1,395.9% | +277.2% | +1,118.8% | +305.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling