How do you calculate exposure?

Information regarding exposure fees is outlined on the IBKR website under Exposure Fee for High Risk Accounts and in the following Knowledge Base Articles: 

• Exposure Fee Calculation Reports…

Cumulative Time Weighted Return (TWR) is calculated by geometrically linking the sub period (daily) returns. Please review our Money Weighted Return and Time Weighted Return…

Please review our Performance Attribution White Paper that outlines the calculation details for performance attribution…

Please review our Risk Measures and Exposure White Paper that outlines the calculation details for the risk measures. Risk Measures are only applicable to the Time Weighted Return (TWR) performance measure…