+547.3%
IBKR vs NTR
+97.9%
+449.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.3% |
| 7D | -1.3% | -1.3% | -0.1% | -1.0% |
| 30D | -0.2% | +16.8% | -17.0% | -5.0% |
| 3M | +3.0% | +20.7% | -17.8% | -3.4% |
| 6M | +33.9% | +0.5% | +33.3% | +31.9% |
| YTD | +42.5% | +29.2% | +13.3% | +28.9% |
| 1Y | +44.9% | +39.6% | +5.3% | +27.2% |
| 3Y | +293.0% | +37.9% | +255.1% | +238.4% |
| 5Y | +497.7% | +47.1% | +450.6% | +354.4% |
| All | +547.3% | +97.9% | +449.3% | +277.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling