+1,428.5%
IBKR vs BDX
+304.2%
+1,124.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.8% |
| 7D | -1.3% | -3.2% | +1.8% | 0.0% |
| 30D | -0.2% | -2.5% | +2.3% | +0.9% |
| 3M | +3.0% | +21.4% | -18.5% | -6.2% |
| 6M | +33.9% | +10.4% | +23.4% | +26.7% |
| YTD | +42.5% | +18.8% | +23.7% | +30.1% |
| 1Y | +44.9% | +21.7% | +23.2% | +30.3% |
| 3Y | +293.0% | -10.0% | +303.0% | +295.1% |
| 5Y | +497.7% | -1.8% | +499.5% | +462.4% |
| 10Y | +1,004.4% | +58.8% | +945.6% | +631.2% |
| All | +1,428.5% | +304.2% | +1,124.3% | +430.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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