+1,428.5%
IBKR vs BNS
+370.9%
+1,057.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.4% |
| 3M | +3.0% | +14.1% | -11.1% | -5.2% |
| 6M | +33.9% | +33.8% | +0.1% | +11.7% |
| YTD | +42.5% | +29.5% | +13.0% | +21.5% |
| 1Y | +44.9% | +48.4% | -3.5% | +13.3% |
| 3Y | +293.0% | +129.6% | +163.4% | +130.3% |
| 5Y | +497.7% | +96.1% | +401.6% | +283.9% |
| 10Y | +1,004.4% | +186.2% | +818.2% | +443.7% |
| All | +1,428.5% | +370.9% | +1,057.6% | +363.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling