+934.0%
BE vs IBKR
+502.4%
+431.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.1% | -3.2% |
| 7D | +9.7% | -3.8% | +13.5% | +13.1% |
| 30D | +22.4% | -0.3% | +22.7% | +22.2% |
| 3M | +10.4% | +4.8% | +5.6% | +7.3% |
| 6M | +67.9% | +30.8% | +37.1% | +36.4% |
| YTD | +197.5% | +39.5% | +158.0% | +130.9% |
| 1Y | +310.6% | +43.7% | +266.9% | +220.2% |
| 3Y | +1,657.2% | +284.7% | +1,372.6% | +519.0% |
| 5Y | +1,218.2% | +484.9% | +733.3% | +217.2% |
| All | +934.0% | +502.4% | +431.6% | +92.5% |
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