+1,428.5%
IBKR vs BR
+1,128.6%
+300.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | -1.3% | -3.0% | +1.6% | +0.1% |
| 30D | -0.2% | -0.3% | +0.1% | -0.2% |
| 3M | +3.0% | +17.3% | -14.3% | -6.0% |
| 6M | +33.9% | -6.7% | +40.6% | +36.5% |
| YTD | +42.5% | -23.4% | +65.9% | +59.2% |
| 1Y | +44.9% | -32.7% | +77.5% | +72.6% |
| 3Y | +293.0% | -5.9% | +298.9% | +289.0% |
| 5Y | +497.7% | +8.4% | +489.2% | +436.4% |
| 10Y | +1,004.4% | +189.2% | +815.2% | +461.8% |
| All | +1,428.5% | +1,128.6% | +300.0% | +184.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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