+207.7%
IBKR vs TEM
+47.5%
+160.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.1% |
| 7D | -1.3% | -8.7% | +7.3% | +0.1% |
| 30D | -0.2% | +8.1% | -8.3% | -2.1% |
| 3M | +3.0% | +19.0% | -16.0% | -1.1% |
| 6M | +33.9% | +12.0% | +21.8% | +28.9% |
| YTD | +42.5% | -0.1% | +42.6% | +39.2% |
| 1Y | +44.9% | -33.5% | +78.4% | +49.7% |
| All | +207.7% | +47.5% | +160.2% | +178.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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