+1,428.5%
IBKR vs PBR
+259.4%
+1,169.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.4% |
| 7D | -1.3% | +5.4% | -6.7% | -2.6% |
| 30D | -0.2% | +22.9% | -23.1% | -5.1% |
| 3M | +3.0% | +19.6% | -16.7% | -1.7% |
| 6M | +33.9% | +16.5% | +17.4% | +27.8% |
| YTD | +42.5% | +86.7% | -44.2% | +21.6% |
| 1Y | +44.9% | +74.7% | -29.8% | +25.2% |
| 3Y | +293.0% | +102.6% | +190.4% | +222.7% |
| 5Y | +497.7% | +566.6% | -68.9% | +254.0% |
| 10Y | +1,004.4% | +686.1% | +318.3% | +443.9% |
| All | +1,428.5% | +259.4% | +1,169.2% | +524.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling