+1,428.5%
IBKR vs BHP
+399.2%
+1,029.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | -1.3% | -3.6% | +2.3% | 0.0% |
| 30D | -0.2% | -1.2% | +1.0% | +0.1% |
| 3M | +3.0% | +1.2% | +1.8% | +2.2% |
| 6M | +33.9% | +21.4% | +12.5% | +23.6% |
| YTD | +42.5% | +50.4% | -7.9% | +20.9% |
| 1Y | +44.9% | +67.5% | -22.6% | +17.8% |
| 3Y | +293.0% | +72.8% | +220.2% | +209.3% |
| 5Y | +497.7% | +112.6% | +385.1% | +317.6% |
| 10Y | +1,004.4% | +481.7% | +522.7% | +398.0% |
| All | +1,428.5% | +399.2% | +1,029.3% | +458.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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