-2.7%
IBKR vs AS
-13.5%
+10.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.4% | +8.8% | +6.7% |
| 7D | +5.9% | -3.0% | +8.9% | +6.4% |
| 30D | -6.1% | +9.6% | -15.7% | -7.6% |
| 3M | -8.0% | -8.2% | +0.1% | -7.5% |
| 6M | -2.7% | -9.9% | +7.2% | -2.8% |
| All | -2.7% | -13.5% | +10.8% | -2.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling