+9.0%
IBKR vs BRO
-5.4%
+14.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.0% | +7.3% | +3.4% |
| 7D | -1.4% | +3.6% | -5.1% | -0.5% |
| 30D | -13.6% | +17.1% | -30.7% | -10.1% |
| 3M | -11.8% | +1.8% | -13.6% | -11.0% |
| 6M | -12.7% | +28.5% | -41.2% | -7.9% |
| YTD | +18.3% | -8.6% | +26.8% | +17.8% |
| 1Y | +9.0% | -4.7% | +13.7% | +9.8% |
| All | +9.0% | -5.4% | +14.4% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling