+10.6%
IBKR vs BTSG
+111.7%
-101.1%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -6.8% | +17.4% | -24.2% | -10.7% |
| 30D | -12.5% | +12.6% | -25.1% | -15.2% |
| 3M | -12.0% | +11.2% | -23.2% | -14.6% |
| 6M | -4.5% | +30.4% | -34.9% | -14.4% |
| YTD | +21.5% | +86.4% | -64.9% | -6.9% |
| 1Y | +10.6% | +117.9% | -107.3% | -22.0% |
| All | +10.6% | +111.7% | -101.1% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling