+503.6%
IBKR vs BAX
-68.1%
+571.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.4% |
| 7D | -1.3% | -7.9% | +6.5% | -0.2% |
| 30D | -0.2% | -11.7% | +11.4% | +1.5% |
| 3M | +3.0% | +16.2% | -13.2% | +0.3% |
| 6M | +33.9% | +32.0% | +1.9% | +27.4% |
| YTD | +42.5% | +24.7% | +17.8% | +36.4% |
| 1Y | +44.9% | -2.6% | +47.5% | +43.2% |
| 3Y | +293.0% | -35.0% | +328.0% | +302.8% |
| All | +503.6% | -68.1% | +571.7% | +633.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling