+304.2%
IBKR vs BTSG
+389.4%
-85.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.8% |
| 7D | -1.3% | -3.3% | +1.9% | -0.6% |
| 30D | -0.2% | -1.6% | +1.4% | -0.1% |
| 3M | +3.0% | -6.9% | +9.8% | +3.9% |
| 6M | +33.9% | +42.1% | -8.2% | +20.4% |
| YTD | +42.5% | +56.8% | -14.3% | +25.0% |
| 1Y | +44.9% | +109.8% | -65.0% | +18.4% |
| All | +304.2% | +389.4% | -85.2% | +188.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling