+81.0%
BSX vs IBKR
+1,011.6%
-930.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.9% |
| 7D | -10.1% | -1.3% | -8.7% | -9.7% |
| 30D | -16.4% | -0.2% | -16.2% | -16.5% |
| 3M | -8.9% | +3.0% | -11.8% | -10.4% |
| 6M | -38.3% | +33.9% | -72.1% | -44.2% |
| YTD | -54.9% | +42.5% | -97.4% | -60.3% |
| 1Y | -58.8% | +44.9% | -103.7% | -64.2% |
| 3Y | -21.2% | +293.0% | -314.2% | -53.0% |
| 5Y | -3.3% | +497.7% | -501.0% | -52.3% |
| All | +81.0% | +1,011.6% | -930.7% | -24.3% |
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