+293.0%
IBKR vs BRO
-7.6%
+300.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | -1.3% | -7.3% | +6.0% | -0.9% |
| 30D | -0.2% | -6.9% | +6.6% | +0.2% |
| 3M | +3.0% | +10.7% | -7.7% | +1.0% |
| 6M | +33.9% | -2.7% | +36.6% | +34.3% |
| YTD | +42.5% | -16.3% | +58.8% | +47.4% |
| 1Y | +44.9% | -29.1% | +73.9% | +57.4% |
| 3Y | +293.0% | -7.8% | +300.8% | +308.3% |
| All | +293.0% | -7.6% | +300.6% | +308.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling