+31,674.6%
AVGO vs IBKR
+2,318.5%
+29,356.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.5% |
| 7D | +1.0% | -3.8% | +4.8% | +2.8% |
| 30D | -13.3% | -0.3% | -13.0% | -13.6% |
| 3M | -2.9% | +4.8% | -7.7% | -5.8% |
| 6M | +5.7% | +30.8% | -25.1% | -7.5% |
| YTD | +4.6% | +39.5% | -34.8% | -11.8% |
| 1Y | -1.6% | +43.7% | -45.3% | -18.3% |
| 3Y | +336.2% | +284.7% | +51.6% | +128.3% |
| 5Y | +695.6% | +484.9% | +210.7% | +232.7% |
| 10Y | +2,827.6% | +980.8% | +1,846.8% | +749.6% |
| All | +31,674.6% | +2,318.5% | +29,356.1% | +5,697.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling