+990.2%
IBKR vs IBB
+125.5%
+864.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.0% | +2.1% |
| 7D | -1.3% | -4.2% | +2.9% | +1.2% |
| 30D | -0.2% | +1.1% | -1.3% | -1.1% |
| 3M | +3.0% | +19.0% | -16.1% | -7.6% |
| 6M | +33.9% | +18.9% | +15.0% | +20.4% |
| YTD | +42.5% | +20.3% | +22.2% | +27.2% |
| 1Y | +44.9% | +41.5% | +3.4% | +17.6% |
| 3Y | +293.0% | +60.3% | +232.7% | +191.5% |
| 5Y | +497.7% | +18.7% | +478.9% | +420.1% |
| All | +990.2% | +125.5% | +864.7% | +535.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling