+990.2%
IBKR vs BRO
+294.2%
+696.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | -1.3% | -7.3% | +6.0% | +2.0% |
| 30D | -0.2% | -6.9% | +6.6% | +2.7% |
| 3M | +3.0% | +10.7% | -7.7% | -3.6% |
| 6M | +33.9% | -2.7% | +36.6% | +32.5% |
| YTD | +42.5% | -16.3% | +58.8% | +51.2% |
| 1Y | +44.9% | -29.1% | +73.9% | +66.9% |
| 3Y | +293.0% | -7.8% | +300.8% | +277.5% |
| 5Y | +497.7% | +18.7% | +478.9% | +369.6% |
| All | +990.2% | +294.2% | +696.0% | +253.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling