+1,421.8%
IBKR vs APD
+573.0%
+848.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.1% |
| 7D | +0.6% | -2.5% | +3.1% | +2.0% |
| 30D | +3.7% | -1.9% | +5.6% | +4.6% |
| 3M | +4.2% | +8.2% | -4.0% | -0.8% |
| 6M | +36.6% | +10.7% | +25.9% | +27.7% |
| YTD | +41.9% | +22.9% | +19.0% | +24.7% |
| 1Y | +49.5% | +5.8% | +43.7% | +41.0% |
| 3Y | +291.3% | +7.8% | +283.6% | +252.0% |
| 5Y | +492.7% | +26.1% | +466.6% | +373.0% |
| 10Y | +994.0% | +163.7% | +830.3% | +417.2% |
| All | +1,421.8% | +573.0% | +848.9% | +239.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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