+293.0%
IBKR vs BP
+38.9%
+254.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.1% | +2.2% |
| 7D | -1.3% | +5.2% | -6.6% | -2.0% |
| 30D | -0.2% | +8.7% | -8.9% | -1.5% |
| 3M | +3.0% | +9.3% | -6.4% | +1.5% |
| 6M | +33.9% | +13.6% | +20.3% | +29.3% |
| YTD | +42.5% | +37.7% | +4.8% | +30.1% |
| 1Y | +44.9% | +40.6% | +4.2% | +31.2% |
| 3Y | +293.0% | +40.3% | +252.7% | +247.8% |
| All | +293.0% | +38.9% | +254.1% | +247.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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