+503.6%
IBKR vs ALC
-20.7%
+524.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.4% |
| 7D | -1.3% | -6.3% | +5.0% | +0.5% |
| 30D | -0.2% | -10.3% | +10.0% | +2.8% |
| 3M | +3.0% | -0.7% | +3.7% | +2.6% |
| 6M | +33.9% | -17.8% | +51.7% | +41.2% |
| YTD | +42.5% | -15.8% | +58.3% | +49.0% |
| 1Y | +44.9% | -16.7% | +61.6% | +51.7% |
| 3Y | +293.0% | -19.7% | +312.7% | +312.2% |
| All | +503.6% | -20.7% | +524.3% | +538.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling