+293.0%
IBKR vs BLDR
-57.1%
+350.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +1.8% |
| 7D | -1.3% | -8.2% | +6.9% | -0.1% |
| 30D | -0.2% | -16.6% | +16.4% | +2.3% |
| 3M | +3.0% | -23.2% | +26.1% | +6.1% |
| 6M | +33.9% | -33.7% | +67.6% | +40.6% |
| YTD | +42.5% | -41.3% | +83.8% | +52.3% |
| 1Y | +44.9% | -58.8% | +103.7% | +61.5% |
| 3Y | +293.0% | -57.5% | +350.5% | +328.5% |
| All | +293.0% | -57.1% | +350.1% | +328.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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