+293.0%
IBKR vs ATI
+341.0%
-48.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -1.3% | -5.6% | +4.3% | +0.6% |
| 30D | -0.2% | -13.7% | +13.5% | +4.8% |
| 3M | +3.0% | -0.4% | +3.3% | +2.5% |
| 6M | +33.9% | +26.2% | +7.6% | +22.2% |
| YTD | +42.5% | +73.2% | -30.7% | +17.3% |
| 1Y | +44.9% | +161.6% | -116.7% | +3.9% |
| 3Y | +293.0% | +346.2% | -53.2% | +134.5% |
| All | +293.0% | +341.0% | -48.0% | +134.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling