+1,428.5%
IBKR vs BN
+508.5%
+920.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.7% | +1.9% |
| 7D | -1.3% | -5.2% | +3.8% | +1.5% |
| 30D | -0.2% | -14.5% | +14.3% | +8.5% |
| 3M | +3.0% | -15.0% | +17.9% | +12.3% |
| 6M | +33.9% | -5.4% | +39.3% | +37.9% |
| YTD | +42.5% | -16.4% | +58.9% | +56.8% |
| 1Y | +44.9% | -16.2% | +61.1% | +59.2% |
| 3Y | +293.0% | +67.5% | +225.5% | +193.3% |
| 5Y | +497.7% | +34.1% | +463.5% | +386.9% |
| 10Y | +1,004.4% | +261.8% | +742.6% | +404.6% |
| All | +1,428.5% | +508.5% | +920.0% | +265.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling