+293.0%
IBKR vs BBY
+42.8%
+250.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.1% | -0.9% | +1.5% |
| 7D | -1.3% | +0.6% | -1.9% | -1.5% |
| 30D | -0.2% | +9.4% | -9.6% | -2.5% |
| 3M | +3.0% | +19.3% | -16.4% | -1.7% |
| 6M | +33.9% | +47.9% | -14.1% | +20.9% |
| YTD | +42.5% | +39.6% | +2.9% | +30.2% |
| 1Y | +44.9% | +22.2% | +22.7% | +36.7% |
| 3Y | +293.0% | +45.0% | +248.0% | +250.3% |
| All | +293.0% | +42.8% | +250.2% | +250.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling