+990.2%
IBKR vs BAX
-38.1%
+1,028.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.5% |
| 7D | -1.3% | -7.9% | +6.5% | +0.5% |
| 30D | -0.2% | -11.7% | +11.4% | +2.6% |
| 3M | +3.0% | +16.2% | -13.2% | -1.3% |
| 6M | +33.9% | +32.0% | +1.9% | +24.0% |
| YTD | +42.5% | +24.7% | +17.8% | +33.0% |
| 1Y | +44.9% | -2.6% | +47.5% | +42.8% |
| 3Y | +293.0% | -35.0% | +328.0% | +315.5% |
| 5Y | +497.7% | -67.6% | +565.2% | +690.8% |
| All | +990.2% | -38.1% | +1,028.3% | +1,031.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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