+607.7%
IBKR vs ALC
+20.4%
+587.3%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.4% |
| 7D | +1.3% | -5.3% | +6.6% | +3.3% |
| 30D | -0.3% | -7.1% | +6.7% | +2.3% |
| 3M | +4.7% | +0.8% | +3.9% | +3.7% |
| 6M | +34.0% | -16.0% | +50.0% | +41.9% |
| YTD | +40.8% | -12.7% | +53.5% | +46.7% |
| 1Y | +45.7% | -12.8% | +58.6% | +51.5% |
| 3Y | +288.4% | -15.8% | +304.2% | +300.0% |
| 5Y | +487.2% | -16.7% | +503.8% | +499.9% |
| All | +607.7% | +20.4% | +587.3% | +448.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling