+44.7%
IBKR vs ALLE
-5.8%
+50.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.5% |
| 7D | -3.3% | -0.2% | -3.0% | -3.2% |
| 30D | +4.5% | -6.8% | +11.3% | +5.4% |
| 3M | +6.5% | +21.0% | -14.6% | +1.9% |
| 6M | +34.2% | +1.1% | +33.1% | +35.9% |
| YTD | +44.5% | -0.5% | +45.0% | +46.2% |
| 1Y | +44.7% | -7.3% | +52.0% | +50.0% |
| All | +44.7% | -5.8% | +50.5% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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