+284.6%
IBKR vs BAM
+48.7%
+235.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.4% |
| 7D | -3.8% | -6.1% | +2.3% | -0.4% |
| 30D | -0.3% | -13.8% | +13.5% | +8.3% |
| 3M | +4.8% | +4.4% | +0.4% | +1.5% |
| 6M | +30.8% | +6.4% | +24.4% | +25.2% |
| YTD | +39.5% | -7.1% | +46.5% | +43.6% |
| 1Y | +43.7% | -11.8% | +55.5% | +52.1% |
| All | +284.6% | +48.7% | +235.9% | +271.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling