+990.2%
IBKR vs BN
+265.2%
+725.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.7% | +1.9% |
| 7D | -1.3% | -5.2% | +3.8% | +1.6% |
| 30D | -0.2% | -14.5% | +14.3% | +8.7% |
| 3M | +3.0% | -15.0% | +17.9% | +12.5% |
| 6M | +33.9% | -5.4% | +39.3% | +37.9% |
| YTD | +42.5% | -16.4% | +58.9% | +57.0% |
| 1Y | +44.9% | -16.2% | +61.1% | +59.4% |
| 3Y | +293.0% | +67.5% | +225.5% | +195.8% |
| 5Y | +497.7% | +34.1% | +463.5% | +393.7% |
| All | +990.2% | +265.2% | +725.0% | +418.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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