+293.0%
IBKR vs ALM
+1,801.8%
-1,508.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.5% | +8.7% | +2.8% |
| 7D | -1.3% | -11.8% | +10.5% | -0.3% |
| 30D | -0.2% | +7.8% | -8.0% | -1.1% |
| 3M | +3.0% | -9.3% | +12.2% | +3.0% |
| 6M | +33.9% | -30.5% | +64.3% | +35.3% |
| YTD | +42.5% | +75.8% | -33.3% | +35.1% |
| 1Y | +44.9% | +241.2% | -196.3% | +31.7% |
| 3Y | +293.0% | +1,872.6% | -1,579.6% | +245.3% |
| All | +293.0% | +1,801.8% | -1,508.8% | +245.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling