+990.2%
IBKR vs BB
+1.6%
+988.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.9% |
| 7D | -1.3% | -0.4% | -1.0% | -1.3% |
| 30D | -0.2% | -12.5% | +12.3% | +1.5% |
| 3M | +3.0% | -17.4% | +20.4% | +4.8% |
| 6M | +33.9% | +119.1% | -85.3% | +17.8% |
| YTD | +42.5% | +102.4% | -59.9% | +26.9% |
| 1Y | +44.9% | +98.2% | -53.3% | +29.0% |
| 3Y | +293.0% | +46.9% | +246.1% | +252.9% |
| 5Y | +497.7% | -26.4% | +524.0% | +464.4% |
| All | +990.2% | +1.6% | +988.6% | +732.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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