+503.6%
IBKR vs AU
+686.2%
-182.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.1% |
| 7D | -1.3% | -4.3% | +2.9% | -1.0% |
| 30D | -0.2% | +7.3% | -7.5% | -0.7% |
| 3M | +3.0% | +26.3% | -23.4% | +1.1% |
| 6M | +33.9% | +1.8% | +32.1% | +32.7% |
| YTD | +42.5% | +26.8% | +15.7% | +40.2% |
| 1Y | +44.9% | +66.7% | -21.8% | +42.0% |
| 3Y | +293.0% | +579.1% | -286.1% | +288.2% |
| All | +503.6% | +686.2% | -182.6% | +487.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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