+495.7%
IBKR vs BROS
+33.7%
+462.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.5% |
| 7D | -3.8% | -6.1% | +2.3% | -2.9% |
| 30D | -0.3% | -12.4% | +12.1% | +1.5% |
| 3M | +4.8% | -27.9% | +32.7% | +9.1% |
| 6M | +30.8% | -16.8% | +47.6% | +33.0% |
| YTD | +39.5% | -29.0% | +68.5% | +44.7% |
| 1Y | +43.7% | -33.2% | +76.9% | +49.8% |
| 3Y | +284.7% | +56.8% | +227.9% | +263.0% |
| All | +495.7% | +33.7% | +462.0% | +499.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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