+209.9%
BKNG vs IBKR
+987.9%
-778.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | -10.7% | -3.8% | -6.9% | -9.3% |
| 30D | -18.1% | -0.3% | -17.8% | -18.4% |
| 3M | +8.5% | +4.8% | +3.7% | +5.2% |
| 6M | -0.1% | +30.8% | -30.8% | -11.9% |
| YTD | -18.2% | +39.5% | -57.7% | -30.3% |
| 1Y | -19.9% | +43.7% | -63.5% | -33.3% |
| 3Y | +41.6% | +284.7% | -243.1% | -26.6% |
| 5Y | +93.1% | +484.9% | -391.8% | -19.7% |
| All | +209.9% | +987.9% | -778.0% | +9.7% |
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