+293.0%
IBKR vs TNA
+101.9%
+191.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.9% |
| 7D | -1.3% | -7.3% | +5.9% | +0.9% |
| 30D | -0.2% | -14.2% | +13.9% | +4.4% |
| 3M | +3.0% | -4.6% | +7.5% | +4.2% |
| 6M | +33.9% | +36.9% | -3.1% | +20.8% |
| YTD | +42.5% | +42.5% | 0.0% | +27.4% |
| 1Y | +44.9% | +45.8% | -0.9% | +28.2% |
| 3Y | +293.0% | +104.7% | +188.4% | +219.0% |
| All | +293.0% | +101.9% | +191.1% | +219.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling