+293.0%
IBKR vs TAP
-32.3%
+325.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +2.2% |
| 7D | -1.3% | -3.9% | +2.5% | -1.6% |
| 30D | -0.2% | -5.3% | +5.0% | -0.5% |
| 3M | +3.0% | -3.8% | +6.7% | +2.8% |
| 6M | +33.9% | -11.4% | +45.2% | +33.9% |
| YTD | +42.5% | -13.7% | +56.2% | +42.3% |
| 1Y | +44.9% | -17.2% | +62.1% | +45.2% |
| 3Y | +293.0% | -33.1% | +326.1% | +295.0% |
| All | +293.0% | -32.3% | +325.3% | +295.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 3y: compounded portfolio wealth divided by compounded TAP 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…
3y analysis · Full analysis span regression · 6 months rolling