+2.0%
IBKR vs TNA
+18.5%
-16.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -13.6% | +7.0% | 0.0% |
| 7D | -11.1% | -14.0% | +3.0% | -4.5% |
| 30D | -19.7% | -12.5% | -7.2% | -14.7% |
| 3M | -18.0% | -28.8% | +10.9% | -4.1% |
| 6M | -13.2% | -18.4% | +5.3% | -6.4% |
| YTD | +13.4% | +15.1% | -1.6% | +1.1% |
| 1Y | +2.0% | +14.7% | -12.7% | -9.7% |
| All | +2.0% | +18.5% | -16.6% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 1y: compounded portfolio wealth divided by compounded TNA 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…
1y analysis · Full analysis span regression · 6 months rolling