+990.2%
IBKR vs BBY
+252.7%
+737.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.1% | -0.9% | +1.3% |
| 7D | -1.3% | +0.6% | -1.9% | -1.5% |
| 30D | -0.2% | +9.4% | -9.6% | -3.0% |
| 3M | +3.0% | +19.3% | -16.4% | -2.5% |
| 6M | +33.9% | +47.9% | -14.1% | +18.7% |
| YTD | +42.5% | +39.6% | +2.9% | +28.0% |
| 1Y | +44.9% | +22.2% | +22.7% | +34.8% |
| 3Y | +293.0% | +45.0% | +248.0% | +235.5% |
| 5Y | +497.7% | +2.6% | +495.1% | +444.8% |
| All | +990.2% | +252.7% | +737.5% | +615.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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