+201.2%
IBKR vs TEM
+46.9%
+154.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.2% | -0.3% |
| 7D | -3.8% | -9.2% | +5.4% | -2.3% |
| 30D | -0.3% | +5.5% | -5.8% | -1.8% |
| 3M | +4.8% | +18.7% | -13.9% | +0.6% |
| 6M | +30.8% | +15.4% | +15.4% | +25.3% |
| YTD | +39.5% | -0.5% | +40.0% | +36.3% |
| 1Y | +43.7% | -24.8% | +68.5% | +45.8% |
| All | +201.2% | +46.9% | +154.3% | +173.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling