+990.2%
IBKR vs BRKR
+155.3%
+834.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | -1.3% | -8.7% | +7.3% | +1.0% |
| 30D | -0.2% | -9.9% | +9.6% | +2.4% |
| 3M | +3.0% | -3.1% | +6.0% | +2.0% |
| 6M | +33.9% | +45.5% | -11.6% | +17.2% |
| YTD | +42.5% | +13.7% | +28.8% | +33.1% |
| 1Y | +44.9% | +67.4% | -22.6% | +20.7% |
| 3Y | +293.0% | -13.2% | +306.2% | +269.5% |
| 5Y | +497.7% | -39.5% | +537.1% | +515.6% |
| All | +990.2% | +155.3% | +834.9% | +583.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 10y: compounded portfolio wealth divided by compounded BRKR 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…
10y analysis · Full analysis span regression · 6 months rolling