+18.4%
BX vs IBKR
+495.5%
-477.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +1.4% |
| 7D | -5.6% | -1.3% | -4.3% | -5.0% |
| 30D | -12.2% | -0.2% | -12.0% | -12.4% |
| 3M | +7.4% | +3.0% | +4.4% | +4.8% |
| 6M | +22.2% | +33.9% | -11.7% | +4.1% |
| YTD | -14.0% | +42.5% | -56.5% | -29.1% |
| 1Y | -27.3% | +44.9% | -72.2% | -41.2% |
| 3Y | +24.5% | +293.0% | -268.5% | -43.2% |
| All | +18.4% | +495.5% | -477.0% | -60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling