+284.6%
IBKR vs ALC
-18.5%
+303.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.8% | -0.3% |
| 7D | -3.8% | -7.7% | +3.9% | -2.0% |
| 30D | -0.3% | -11.7% | +11.4% | +2.5% |
| 3M | +4.8% | +0.7% | +4.1% | +4.1% |
| 6M | +30.8% | -17.1% | +47.9% | +36.8% |
| YTD | +39.5% | -15.1% | +54.6% | +44.8% |
| 1Y | +43.7% | -14.1% | +57.8% | +48.6% |
| All | +284.6% | -18.5% | +303.1% | +337.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling