+1,428.5%
IBKR vs BTI
+403.7%
+1,024.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.9% |
| 7D | -1.3% | -0.2% | -1.2% | -1.3% |
| 30D | -0.2% | -1.1% | +0.8% | 0.0% |
| 3M | +3.0% | -8.8% | +11.7% | +5.4% |
| 6M | +33.9% | -4.0% | +37.8% | +33.9% |
| YTD | +42.5% | +0.4% | +42.1% | +39.9% |
| 1Y | +44.9% | +1.9% | +42.9% | +41.1% |
| 3Y | +293.0% | +108.5% | +184.5% | +183.2% |
| 5Y | +497.7% | +118.5% | +379.1% | +316.5% |
| 10Y | +1,004.4% | +75.1% | +929.3% | +694.8% |
| All | +1,428.5% | +403.7% | +1,024.9% | +519.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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