+1,724.5%
IBKR vs BIL
+30.4%
+1,694.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +1.3% | +0.1% | +1.2% | +1.7% |
| 30D | -0.3% | +0.3% | -0.6% | +1.2% |
| 3M | +4.7% | +0.9% | +3.8% | +9.8% |
| 6M | +34.0% | +1.8% | +32.2% | +47.4% |
| YTD | +40.8% | +2.5% | +38.3% | +60.2% |
| 1Y | +45.7% | +3.7% | +42.1% | +76.7% |
| 3Y | +288.4% | +14.1% | +274.3% | +701.8% |
| 5Y | +487.2% | +19.4% | +467.7% | +1,497.3% |
| 10Y | +991.2% | +25.2% | +966.0% | +3,929.5% |
| All | +1,724.5% | +30.4% | +1,694.1% | +7,718.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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