+454.3%
IBKR vs AUR
-35.7%
+490.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +2.0% |
| 7D | -1.3% | +1.4% | -2.8% | -1.5% |
| 30D | -0.2% | -6.4% | +6.2% | +0.4% |
| 3M | +3.0% | +7.7% | -4.8% | +1.7% |
| 6M | +33.9% | +44.5% | -10.6% | +27.6% |
| YTD | +42.5% | +67.4% | -24.9% | +33.6% |
| 1Y | +44.9% | +15.4% | +29.4% | +40.5% |
| 3Y | +293.0% | +94.8% | +198.2% | +248.0% |
| 5Y | +497.7% | -35.1% | +532.8% | +426.6% |
| All | +454.3% | -35.7% | +490.0% | +384.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling