+10.6%
IBKR vs ATI
+86.4%
-75.8%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | -6.8% | +8.3% | -15.1% | -9.7% |
| 30D | -12.5% | -7.3% | -5.3% | -10.1% |
| 3M | -12.0% | -10.5% | -1.5% | -9.0% |
| 6M | -4.5% | +16.4% | -20.9% | -13.4% |
| YTD | +21.5% | +56.1% | -34.6% | -10.3% |
| 1Y | +10.6% | +86.5% | -75.9% | -29.1% |
| All | +10.6% | +86.4% | -75.8% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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