+990.2%
IBKR vs AON
+204.8%
+785.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.8% | +2.9% |
| 7D | -1.3% | -6.3% | +5.0% | +1.3% |
| 30D | -0.2% | -14.1% | +13.9% | +5.6% |
| 3M | +3.0% | -9.5% | +12.4% | +5.7% |
| 6M | +33.9% | -4.0% | +37.9% | +33.1% |
| YTD | +42.5% | -13.8% | +56.3% | +47.7% |
| 1Y | +44.9% | -18.3% | +63.1% | +53.6% |
| 3Y | +293.0% | -7.2% | +300.2% | +285.8% |
| 5Y | +497.7% | +7.3% | +490.3% | +432.4% |
| All | +990.2% | +204.8% | +785.4% | +414.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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