+990.2%
IBKR vs TECK
+377.7%
+612.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.0% |
| 7D | -1.3% | -3.8% | +2.5% | -0.5% |
| 30D | -0.2% | +0.7% | -1.0% | -0.5% |
| 3M | +3.0% | +4.6% | -1.7% | +1.5% |
| 6M | +33.9% | +25.1% | +8.7% | +25.9% |
| YTD | +42.5% | +39.2% | +3.3% | +30.5% |
| 1Y | +44.9% | +60.3% | -15.5% | +28.1% |
| 3Y | +293.0% | +62.9% | +230.1% | +236.6% |
| 5Y | +497.7% | +181.5% | +316.2% | +332.2% |
| All | +990.2% | +377.7% | +612.5% | +533.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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