+990.2%
IBKR vs NTRS
+259.9%
+730.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.6% |
| 7D | -1.3% | +1.4% | -2.7% | -2.1% |
| 30D | -0.2% | -0.7% | +0.4% | +0.2% |
| 3M | +3.0% | +11.3% | -8.4% | -3.0% |
| 6M | +33.9% | +35.5% | -1.7% | +12.4% |
| YTD | +42.5% | +40.6% | +1.9% | +17.4% |
| 1Y | +44.9% | +49.2% | -4.3% | +15.5% |
| 3Y | +293.0% | +167.2% | +125.8% | +124.4% |
| 5Y | +497.7% | +94.9% | +402.7% | +295.7% |
| All | +990.2% | +259.9% | +730.3% | +345.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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