+1,395.9%
IBKR vs BAX
+11.1%
+1,384.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | -3.8% | -5.4% | +1.6% | -1.9% |
| 30D | -0.3% | -12.4% | +12.1% | +4.3% |
| 3M | +4.8% | +19.1% | -14.3% | -2.7% |
| 6M | +30.8% | +38.6% | -7.8% | +14.2% |
| YTD | +39.5% | +26.7% | +12.8% | +24.6% |
| 1Y | +43.7% | +1.0% | +42.6% | +38.3% |
| 3Y | +284.7% | -33.9% | +318.5% | +313.3% |
| 5Y | +484.9% | -67.0% | +551.9% | +740.2% |
| 10Y | +980.8% | -37.5% | +1,018.3% | +918.1% |
| All | +1,395.9% | +11.1% | +1,384.8% | +838.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling