+268.4%
IBKR vs AS
+131.9%
+136.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.4% | +8.8% | +7.0% |
| 7D | +5.9% | -3.0% | +8.9% | +6.8% |
| 30D | -6.1% | +9.6% | -15.7% | -8.6% |
| 3M | -8.0% | -8.2% | +0.1% | -6.3% |
| 6M | -2.7% | -9.9% | +7.2% | -0.8% |
| YTD | +28.7% | -16.8% | +45.4% | +33.4% |
| 1Y | +16.9% | +3.0% | +13.9% | +15.1% |
| All | +268.4% | +131.9% | +136.4% | +215.5% |
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