+484.9%
IBKR vs ALLY
-2.7%
+487.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | -3.8% | -3.3% | -0.5% | -2.7% |
| 30D | -0.3% | -4.1% | +3.7% | +1.1% |
| 3M | +4.8% | +1.4% | +3.4% | +4.3% |
| 6M | +30.8% | +14.4% | +16.4% | +24.8% |
| YTD | +39.5% | -4.9% | +44.4% | +41.4% |
| 1Y | +43.7% | +5.5% | +38.1% | +40.5% |
| 3Y | +284.7% | +66.0% | +218.6% | +222.5% |
| 5Y | +484.9% | -2.4% | +487.2% | +508.6% |
| All | +484.9% | -2.7% | +487.6% | +508.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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