+1,395.9%
IBKR vs BB
-83.4%
+1,479.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.8% | -0.6% |
| 7D | -3.8% | -2.1% | -1.7% | -3.5% |
| 30D | -0.3% | -16.0% | +15.7% | +2.2% |
| 3M | +4.8% | -14.5% | +19.3% | +6.2% |
| 6M | +30.8% | +118.6% | -87.8% | +14.2% |
| YTD | +39.5% | +98.9% | -59.5% | +23.5% |
| 1Y | +43.7% | +99.5% | -55.8% | +26.7% |
| 3Y | +284.7% | +65.4% | +219.3% | +235.6% |
| 5Y | +484.9% | -27.6% | +512.5% | +455.4% |
| 10Y | +980.8% | -0.4% | +981.2% | +726.8% |
| All | +1,395.9% | -83.4% | +1,479.3% | +1,319.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling