+373.7%
IBKR vs BAM
+66.2%
+307.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.1% | +2.2% |
| 7D | -1.3% | -6.6% | +5.3% | +2.2% |
| 30D | -0.2% | -12.4% | +12.2% | +6.8% |
| 3M | +3.0% | +2.4% | +0.6% | +1.1% |
| 6M | +33.9% | +7.9% | +25.9% | +27.8% |
| YTD | +42.5% | -7.0% | +49.5% | +46.5% |
| 1Y | +44.9% | -13.4% | +58.3% | +54.2% |
| 3Y | +293.0% | +46.9% | +246.1% | +253.9% |
| All | +373.7% | +66.2% | +307.5% | +301.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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