+1,428.5%
IBKR vs MTB
+282.3%
+1,146.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.8% | +2.0% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | -0.2% | -4.8% | +4.6% | +2.0% |
| 3M | +3.0% | +6.0% | -3.0% | 0.0% |
| 6M | +33.9% | +19.6% | +14.2% | +22.8% |
| YTD | +42.5% | +21.5% | +21.0% | +29.8% |
| 1Y | +44.9% | +24.7% | +20.2% | +30.3% |
| 3Y | +293.0% | +108.6% | +184.4% | +174.9% |
| 5Y | +497.7% | +106.7% | +390.9% | +304.0% |
| 10Y | +1,004.4% | +172.5% | +831.9% | +508.5% |
| All | +1,428.5% | +282.3% | +1,146.3% | +501.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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