+1,395.9%
IBKR vs APA
-16.2%
+1,412.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -3.8% | +0.8% | -4.6% | -4.0% |
| 30D | -0.3% | +9.6% | -9.9% | -2.5% |
| 3M | +4.8% | +18.0% | -13.2% | +0.1% |
| 6M | +30.8% | +41.9% | -11.1% | +18.3% |
| YTD | +39.5% | +86.3% | -46.9% | +18.0% |
| 1Y | +43.7% | +97.9% | -54.2% | +18.9% |
| 3Y | +284.7% | +12.8% | +271.9% | +249.2% |
| 5Y | +484.9% | +177.2% | +307.7% | +308.8% |
| 10Y | +980.8% | -3.3% | +984.1% | +674.3% |
| All | +1,395.9% | -16.2% | +1,412.1% | +865.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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