+1,428.5%
IBKR vs ALNY
+1,229.8%
+198.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.1% |
| 7D | -1.3% | -6.5% | +5.2% | -0.3% |
| 30D | -0.2% | +11.0% | -11.3% | -2.0% |
| 3M | +3.0% | -14.1% | +17.0% | +3.8% |
| 6M | +33.9% | -22.4% | +56.2% | +37.0% |
| YTD | +42.5% | -37.5% | +80.0% | +50.6% |
| 1Y | +44.9% | -46.9% | +91.8% | +56.8% |
| 3Y | +293.0% | +22.1% | +270.9% | +261.3% |
| 5Y | +497.7% | +31.2% | +466.5% | +420.3% |
| 10Y | +1,004.4% | +256.3% | +748.1% | +611.8% |
| All | +1,428.5% | +1,229.8% | +198.7% | +567.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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