+293.0%
IBKR vs BNS
+130.5%
+162.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.8% |
| 7D | -1.3% | -0.4% | -1.0% | -1.1% |
| 30D | -0.2% | +3.5% | -3.7% | -2.3% |
| 3M | +3.0% | +14.1% | -11.1% | -4.7% |
| 6M | +33.9% | +33.8% | +0.1% | +13.4% |
| YTD | +42.5% | +29.5% | +13.0% | +22.9% |
| 1Y | +44.9% | +48.4% | -3.5% | +17.4% |
| 3Y | +293.0% | +129.6% | +163.4% | +156.9% |
| All | +293.0% | +130.5% | +162.5% | +156.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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