+392.9%
BAC vs IBKR
+1,011.6%
-618.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.8% |
| 7D | 0.0% | -1.3% | +1.4% | +0.6% |
| 30D | -2.8% | -0.2% | -2.6% | -3.2% |
| 3M | +14.2% | +3.0% | +11.3% | +11.2% |
| 6M | +30.5% | +33.9% | -3.3% | +10.5% |
| YTD | +15.8% | +42.5% | -26.7% | -5.8% |
| 1Y | +26.2% | +44.9% | -18.7% | +0.7% |
| 3Y | +136.5% | +293.0% | -156.5% | +2.6% |
| 5Y | +75.9% | +497.7% | -421.7% | -43.4% |
| All | +392.9% | +1,011.6% | -618.7% | -4.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling