+48.4%
BKR vs IBKR
+1,349.8%
-1,301.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.5% |
| 7D | -7.0% | -1.3% | -5.6% | -6.4% |
| 30D | -8.1% | -0.2% | -7.9% | -8.5% |
| 3M | -6.6% | +3.0% | -9.6% | -9.1% |
| 6M | +0.9% | +33.9% | -33.0% | -13.6% |
| YTD | +31.1% | +42.5% | -11.4% | +8.5% |
| 1Y | +27.7% | +44.9% | -17.2% | +3.9% |
| 3Y | +71.2% | +293.0% | -221.8% | -15.6% |
| 5Y | +177.6% | +497.7% | -320.0% | +8.5% |
| 10Y | +122.7% | +1,004.4% | -881.7% | -37.1% |
| All | +48.4% | +1,349.8% | -1,301.4% | -73.0% |
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