+303.2%
IBKR vs AS
+107.2%
+195.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | +0.1% |
| 7D | +1.3% | -2.8% | +4.1% | +2.0% |
| 30D | -0.3% | -23.2% | +22.9% | +6.9% |
| 3M | +4.7% | -20.1% | +24.8% | +10.6% |
| 6M | +34.0% | -18.5% | +52.5% | +40.5% |
| YTD | +40.8% | -25.6% | +66.5% | +51.0% |
| 1Y | +45.7% | -24.4% | +70.1% | +55.0% |
| All | +303.2% | +107.2% | +195.9% | +256.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling