+1,410.3%
IBKR vs TAP
+29.5%
+1,380.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.5% |
| 7D | +1.3% | -5.1% | +6.4% | +2.9% |
| 30D | -0.3% | -8.4% | +8.1% | +2.1% |
| 3M | +4.7% | -3.9% | +8.6% | +5.1% |
| 6M | +34.0% | -14.4% | +48.4% | +38.8% |
| YTD | +40.8% | -14.7% | +55.5% | +45.2% |
| 1Y | +45.7% | -18.7% | +64.4% | +51.8% |
| 3Y | +288.4% | -32.6% | +321.0% | +321.6% |
| 5Y | +487.2% | -1.4% | +488.6% | +441.7% |
| 10Y | +991.2% | -50.4% | +1,041.6% | +1,104.5% |
| All | +1,410.3% | +29.5% | +1,380.8% | +857.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling