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Duration: 5:10

Contributor: Interactive Brokers

Level: Beginner

Create reports using PortfolioAnalyst software to view the performance of your portfolio and external financial accounts.

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Study Notes:

PortfolioAnalyst enables you to create reports that evaluate the performance of your portfolio based on a set of measurement criteria. You may optionally compare their data to selected industry benchmarks.

Once logged into the portal, click on the Reports tab from the PortfolioAnalyst page.

The upper part of the screen lists default reports available. While the lower portion of the screen contains an area from which users may create custom reports. To the right of the screen users may configure how the report will be delivered, and below, users may create benchmarks of their own to measure portfolio performance against.

Whether choosing default or custom reports, you have the choice of viewing snapshot or detailed reports. If you choose detailed reports, these are available in both PDF or CSV format.

Default Statement

Let’s look at creating a Default Statement. You can see that there are six default time periods to choose from. Choose the time period to run the report for.

Hover above the report types to the right.

I will select a Snapshot PDF. Next, you will face a decision to be made on whether to generate a single report by consolidating data across all accounts, or whether to create unique report for each account that you selected.

The report PDF will download and can be opened.

Here’s what it looks like. Note the type of report and the timeframe in the header section.   Default reports always use performance measure Time weighted Returns whereas custom reports have choice between Time weighted or money weighted return.

You can repeat the process to run any of the default statements, with the detailed ones drilling down to contain more information about your portfolio holdings, attribution and statistical returns.  You can access a section of the report by selecting one from the table of contents.

Custom Statement

Let’s turn to building a custom statement. To create a new custom report, click the ‘+’ button. Name your report. Include time period, frequency, performance measure and more.

Plus, you can select whether to replace the account id with an account alias for privacy purposes.

Next choose to include a cover page and/or a table of contents.

From the Report Pages section choose from multiple report pages which can be added to your customized report. Simply select those that you wish to add and when done click Continue.

Review your custom report template and when satisfied, click Create on the lower right of the screen.

You will see a screen confirming the report has been saved. Now back on the reports page you’ll see your new report listed in the Custom Reports section.

You may now create that Custom Report by clicking on the Run icon to the right.

Make any further selections from the pop-up window and click Run. The report will generate and ask you to save the pdf whereafter you can view it.

You may also create a Custom Benchmark to measure your portfolio performance against.

You’ll see that we have a custom benchmark previously created, Let’s view it.

You’ll see that it includes two benchmarks with a weight totaling to 100. For instruction on how to create one, click the question mark in the Custom Benchmark area for detailed instructions.

Lastly let’s touch upon the report delivery options. Here’s where you can configure your method of delivery email or FTP and whether to encrypt or not.

You can configure your default reports and your saved custom reports.  Time periods available for delivery are previous month, previous quarter, MTD, YTD and since inception.  If you manage or maintain multiple accounts, you can select accounts and other report generation options.  Click the help icon for more details.

Here are some other great features to note:

  • Returns are GIPS verified.
  • Returns are geometrically linked on a daily basis regardless of the frequency selected.
  • IBKR uses Thomson Reuters Business Classifications and Lipper for sector classifications.
  • The risk-free rate used to calculate alpha, the Sharpe ratio, the Sortino ratio, and the downside deviation is the US 3 Month Treasury Bill.
  • The Performance Attribution vs. S&P 500 report is available from 2019 onward.

For further information about PortfolioAnalyst, you can access the User Guide available at PortfolioAnalyst.com.

PortfolioAnalyst Report Types

PortfolioAnalyst Report Samples

PortfolioAnalyst User Guide

Performance Attribution

Money and Time Weighted Return

Risk Measures and Exposure

Disclosure: Interactive Brokers

The analysis in this material is provided for information only and is not and should not be construed as an offer to sell or the solicitation of an offer to buy any security. To the extent that this material discusses general market activity, industry or sector trends or other broad-based economic or political conditions, it should not be construed as research or investment advice. To the extent that it includes references to specific securities, commodities, currencies, or other instruments, those references do not constitute a recommendation by IBKR to buy, sell or hold such investments. This material does not and is not intended to take into account the particular financial conditions, investment objectives or requirements of individual customers. Before acting on this material, you should consider whether it is suitable for your particular circumstances and, as necessary, seek professional advice.

Supporting documentation for any claims and statistical information will be provided upon request.

Any stock, options or futures symbols displayed are for illustrative purposes only and are not intended to portray recommendations.

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