+1,428.5%
IBKR vs TDY
+1,212.6%
+216.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +1.5% |
| 7D | -1.3% | -1.1% | -0.2% | -0.8% |
| 30D | -0.2% | -12.0% | +11.8% | +6.6% |
| 3M | +3.0% | -3.2% | +6.1% | +4.4% |
| 6M | +33.9% | -7.9% | +41.7% | +39.2% |
| YTD | +42.5% | +18.2% | +24.3% | +30.1% |
| 1Y | +44.9% | +6.7% | +38.2% | +39.3% |
| 3Y | +293.0% | +47.5% | +245.5% | +218.1% |
| 5Y | +497.7% | +39.5% | +458.2% | +390.2% |
| 10Y | +1,004.4% | +477.2% | +527.2% | +315.5% |
| All | +1,428.5% | +1,212.6% | +216.0% | +238.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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