+990.2%
IBKR vs ATI
+1,154.1%
-163.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -1.3% | -5.6% | +4.3% | +0.2% |
| 30D | -0.2% | -13.7% | +13.5% | +3.7% |
| 3M | +3.0% | -0.4% | +3.3% | +2.7% |
| 6M | +33.9% | +26.2% | +7.6% | +25.1% |
| YTD | +42.5% | +73.2% | -30.7% | +22.7% |
| 1Y | +44.9% | +161.6% | -116.7% | +11.8% |
| 3Y | +293.0% | +346.2% | -53.2% | +157.6% |
| 5Y | +497.7% | +1,047.6% | -550.0% | +203.8% |
| All | +990.2% | +1,154.1% | -163.9% | +385.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling