+990.2%
IBKR vs PBR
+697.0%
+293.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.4% |
| 7D | -1.3% | +5.4% | -6.7% | -2.5% |
| 30D | -0.2% | +22.9% | -23.1% | -4.7% |
| 3M | +3.0% | +19.6% | -16.7% | -1.4% |
| 6M | +33.9% | +16.5% | +17.4% | +28.2% |
| YTD | +42.5% | +86.7% | -44.2% | +22.6% |
| 1Y | +44.9% | +74.7% | -29.8% | +26.2% |
| 3Y | +293.0% | +102.6% | +190.4% | +226.1% |
| 5Y | +497.7% | +566.6% | -68.9% | +260.9% |
| All | +990.2% | +697.0% | +293.2% | +463.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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