+306.3%
IBKR vs AS
+114.1%
+192.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.1% | -1.0% |
| 7D | +0.6% | -2.6% | +3.3% | +1.3% |
| 30D | +3.7% | -22.1% | +25.8% | +10.7% |
| 3M | +4.2% | -15.3% | +19.6% | +8.4% |
| 6M | +36.6% | -15.6% | +52.2% | +41.9% |
| YTD | +41.9% | -23.2% | +65.1% | +50.8% |
| 1Y | +49.5% | -21.7% | +71.2% | +57.5% |
| All | +306.3% | +114.1% | +192.2% | +256.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling