+990.2%
IBKR vs ALLE
+158.4%
+831.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.6% |
| 7D | -1.3% | -2.4% | +1.0% | -0.3% |
| 30D | -0.2% | -7.7% | +7.5% | +3.2% |
| 3M | +3.0% | +15.2% | -12.2% | -4.1% |
| 6M | +33.9% | +5.4% | +28.5% | +29.2% |
| YTD | +42.5% | -2.9% | +45.4% | +42.2% |
| 1Y | +44.9% | -12.8% | +57.6% | +51.6% |
| 3Y | +293.0% | +47.2% | +245.9% | +214.4% |
| 5Y | +497.7% | +13.5% | +484.2% | +431.2% |
| All | +990.2% | +158.4% | +831.8% | +530.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling