Portfolio Analysis screen
IB
Ian Brissette24 марта 26 г. | Опубликовано в Улучшения Платформы
Hi,
in the screen Portfolio Analysis, sub-part Benchmark Metrics, there's an Alpha number.
However, when compare to the screen Alpha (last option of Performance Analysis scroll menu), the result is not the same. (same portfolio, same benchmark, 1 yr)
Regards
Ian
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Dmitry Shevchenko25 марта 26 г.
Hi Ian, there's a difference in how much data is used to calculate alpha. On the portfolio analysis screen, alpha is calculated using all available historical data, while when using the alpha tool you can choose the window (1 year by default). But under the hood calculation formulas are the same
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