+2,530.5%
IBKR vs BAH
+925.2%
+1,605.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.8% | -5.8% | -2.1% |
| 7D | -3.8% | +2.4% | -6.2% | -4.4% |
| 30D | -0.3% | -2.9% | +2.6% | +0.3% |
| 3M | +4.8% | -1.3% | +6.1% | +4.4% |
| 6M | +30.8% | -0.9% | +31.7% | +29.5% |
| YTD | +39.5% | -8.2% | +47.7% | +40.2% |
| 1Y | +43.7% | -24.0% | +67.6% | +50.9% |
| 3Y | +284.7% | -28.1% | +312.8% | +294.1% |
| 5Y | +484.9% | +2.5% | +482.4% | +431.0% |
| 10Y | +980.8% | +205.5% | +775.3% | +613.0% |
| All | +2,530.5% | +925.2% | +1,605.2% | +1,170.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling