+1,428.5%
IBKR vs BLK
+1,066.2%
+362.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.3% |
| 7D | -1.3% | -3.3% | +2.0% | +0.4% |
| 30D | -0.2% | -6.5% | +6.3% | +3.4% |
| 3M | +3.0% | +6.7% | -3.8% | -0.7% |
| 6M | +33.9% | +14.7% | +19.1% | +24.3% |
| YTD | +42.5% | +2.5% | +40.0% | +40.4% |
| 1Y | +44.9% | -2.8% | +47.6% | +46.7% |
| 3Y | +293.0% | +65.9% | +227.1% | +200.0% |
| 5Y | +497.7% | +33.0% | +464.7% | +401.0% |
| 10Y | +1,004.4% | +281.2% | +723.2% | +433.8% |
| All | +1,428.5% | +1,066.2% | +362.4% | +306.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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