+2.0%
IBKR vs AUR
-10.8%
+12.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.2% | -5.4% | -6.2% |
| 7D | -11.1% | -8.5% | -2.5% | -8.6% |
| 30D | -19.7% | -29.9% | +10.2% | -10.8% |
| 3M | -18.0% | -39.8% | +21.8% | -5.2% |
| 6M | -13.2% | -38.3% | +25.1% | -2.9% |
| YTD | +13.4% | +4.9% | +8.5% | +0.4% |
| 1Y | +2.0% | -9.6% | +11.6% | -5.1% |
| All | +2.0% | -10.8% | +12.8% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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