+43.7%
IBKR vs AS
-25.9%
+69.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.5% |
| 7D | -3.8% | -3.9% | +0.1% | -2.4% |
| 30D | -0.3% | -19.0% | +18.7% | +7.6% |
| 3M | +4.8% | -18.8% | +23.6% | +12.0% |
| 6M | +30.8% | -21.0% | +51.8% | +40.1% |
| YTD | +39.5% | -26.6% | +66.1% | +53.1% |
| 1Y | +43.7% | -25.3% | +69.0% | +56.7% |
| All | +43.7% | -25.9% | +69.6% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling