+509.7%
IBKR vs BTDR
+19.6%
+490.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.7% | -1.5% | +1.9% |
| 7D | -1.3% | -3.4% | +2.0% | -1.1% |
| 30D | -0.2% | +32.6% | -32.8% | -2.6% |
| 3M | +3.0% | -32.2% | +35.2% | +5.0% |
| 6M | +33.9% | +52.4% | -18.5% | +28.2% |
| YTD | +42.5% | +6.7% | +35.8% | +39.3% |
| 1Y | +44.9% | -15.2% | +60.1% | +42.2% |
| 3Y | +293.0% | +14.9% | +278.1% | +281.8% |
| 5Y | +497.7% | +20.8% | +476.9% | +469.3% |
| All | +509.7% | +19.6% | +490.1% | +481.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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