+1,645.9%
IBKR vs ALLE
+260.9%
+1,385.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.8% |
| 7D | -3.3% | -0.2% | -3.0% | -3.2% |
| 30D | +4.5% | -6.8% | +11.3% | +7.7% |
| 3M | +6.5% | +21.0% | -14.6% | -3.5% |
| 6M | +34.2% | +1.1% | +33.1% | +31.8% |
| YTD | +44.5% | -0.5% | +45.0% | +42.5% |
| 1Y | +44.7% | -7.3% | +52.0% | +47.2% |
| 3Y | +306.7% | +42.3% | +264.5% | +227.6% |
| 5Y | +489.9% | +13.5% | +476.4% | +420.7% |
| 10Y | +1,019.5% | +144.0% | +875.5% | +518.1% |
| All | +1,645.9% | +260.9% | +1,385.1% | +707.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling