+293.0%
IBKR vs BAH
-27.9%
+320.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.2% |
| 7D | -1.3% | +4.3% | -5.6% | -1.8% |
| 30D | -0.2% | -2.5% | +2.2% | 0.0% |
| 3M | +3.0% | -0.9% | +3.9% | +3.2% |
| 6M | +33.9% | +1.5% | +32.4% | +33.3% |
| YTD | +42.5% | -8.0% | +50.5% | +44.0% |
| 1Y | +44.9% | -24.7% | +69.6% | +49.4% |
| 3Y | +293.0% | -28.4% | +321.4% | +290.9% |
| All | +293.0% | -27.9% | +320.9% | +290.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 3y: compounded portfolio wealth divided by compounded BAH 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…
3y analysis · Full analysis span regression · 6 months rolling