+2.0%
IBKR vs NTR
+37.3%
-35.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.2% | -6.8% | -6.6% |
| 7D | -11.1% | +5.4% | -16.5% | -10.9% |
| 30D | -19.7% | +1.4% | -21.1% | -19.6% |
| 3M | -18.0% | +8.7% | -26.7% | -18.2% |
| 6M | -13.2% | -4.9% | -8.2% | -13.1% |
| YTD | +13.4% | +19.8% | -6.4% | +8.2% |
| 1Y | +2.0% | +37.0% | -35.0% | -8.6% |
| All | +2.0% | +37.3% | -35.3% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling