+990.2%
IBKR vs ALM
+2,589.2%
-1,599.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.5% | +8.7% | +2.5% |
| 7D | -1.3% | -11.8% | +10.5% | -0.8% |
| 30D | -0.2% | +7.8% | -8.0% | -0.7% |
| 3M | +3.0% | -9.3% | +12.2% | +3.0% |
| 6M | +33.9% | -30.5% | +64.3% | +34.7% |
| YTD | +42.5% | +75.8% | -33.3% | +38.8% |
| 1Y | +44.9% | +241.2% | -196.3% | +37.9% |
| 3Y | +293.0% | +1,872.6% | -1,579.6% | +257.8% |
| 5Y | +497.7% | +849.6% | -351.9% | +448.2% |
| All | +990.2% | +2,589.2% | -1,599.0% | +903.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling