+10.6%
IBKR vs ALM
+44.8%
-34.2%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.6% | +0.3% |
| 7D | -6.8% | -6.4% | -0.4% | -5.6% |
| 30D | -12.5% | -35.0% | +22.4% | -5.8% |
| 3M | -12.0% | -33.8% | +21.8% | -6.4% |
| 6M | -4.5% | -55.0% | +50.5% | +6.3% |
| YTD | +21.5% | -0.2% | +21.7% | +15.0% |
| 1Y | +10.6% | +41.8% | -31.1% | -2.5% |
| All | +10.6% | +44.8% | -34.2% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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