+990.2%
IBKR vs BG
+166.7%
+823.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.7% |
| 7D | -1.3% | +3.1% | -4.5% | -2.2% |
| 30D | -0.2% | +10.2% | -10.5% | -3.2% |
| 3M | +3.0% | -1.7% | +4.6% | +2.8% |
| 6M | +33.9% | +1.0% | +32.9% | +32.1% |
| YTD | +42.5% | +39.9% | +2.6% | +27.8% |
| 1Y | +44.9% | +53.2% | -8.4% | +25.7% |
| 3Y | +293.0% | +16.3% | +276.7% | +263.9% |
| 5Y | +497.7% | +83.9% | +413.8% | +364.5% |
| All | +990.2% | +166.7% | +823.5% | +581.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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