+990.2%
IBKR vs TMF
-86.4%
+1,076.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.1% | +2.2% |
| 7D | -1.3% | -5.1% | +3.7% | -2.2% |
| 30D | -0.2% | -4.6% | +4.4% | -1.0% |
| 3M | +3.0% | -16.6% | +19.5% | -0.2% |
| 6M | +33.9% | -19.9% | +53.7% | +28.7% |
| YTD | +42.5% | -20.2% | +62.7% | +37.2% |
| 1Y | +44.9% | -27.7% | +72.6% | +37.1% |
| 3Y | +293.0% | -43.9% | +336.9% | +267.9% |
| 5Y | +497.7% | -88.4% | +586.1% | +314.3% |
| All | +990.2% | -86.4% | +1,076.6% | +825.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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