+336.8%
AVGO vs IBKR
+291.8%
+45.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.8% |
| 7D | +1.1% | -1.3% | +2.5% | +1.8% |
| 30D | -13.0% | -0.2% | -12.8% | -13.5% |
| 3M | -6.0% | +3.0% | -8.9% | -8.4% |
| 6M | +6.4% | +33.9% | -27.5% | -9.7% |
| YTD | +5.0% | +42.5% | -37.5% | -14.8% |
| 1Y | +1.4% | +44.9% | -43.5% | -18.5% |
| 3Y | +336.8% | +293.0% | +43.8% | +136.2% |
| All | +336.8% | +291.8% | +45.0% | +136.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 3y: compounded portfolio wealth divided by compounded IBKR 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…
3y analysis · Full analysis span regression · 6 months rolling