+44.7%
IBKR vs ALC
-10.2%
+54.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.1% |
| 7D | -3.3% | -2.1% | -1.2% | -3.0% |
| 30D | +4.5% | -0.1% | +4.6% | +4.3% |
| 3M | +6.5% | +5.9% | +0.6% | +5.0% |
| 6M | +34.2% | -15.9% | +50.1% | +41.8% |
| YTD | +44.5% | -10.1% | +54.6% | +49.4% |
| 1Y | +44.7% | -10.2% | +54.9% | +48.3% |
| All | +44.7% | -10.2% | +54.8% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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