+80.9%
BAC vs IBKR
+1,332.5%
-1,251.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.9% |
| 7D | +0.6% | +1.3% | -0.7% | -0.3% |
| 30D | -1.4% | -0.3% | -1.0% | -2.0% |
| 3M | +15.7% | +4.7% | +11.1% | +10.1% |
| 6M | +32.2% | +34.0% | -1.8% | +4.9% |
| YTD | +15.8% | +40.8% | -25.0% | -12.3% |
| 1Y | +27.3% | +45.7% | -18.5% | -7.4% |
| 3Y | +137.5% | +288.4% | -150.9% | -21.9% |
| 5Y | +73.1% | +487.2% | -414.1% | -60.9% |
| 10Y | +397.7% | +991.2% | -593.5% | -38.8% |
| All | +80.9% | +1,332.5% | -1,251.6% | -87.2% |
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 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