+2,988.7%
IBKR vs TNA
+924.1%
+2,064.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.9% |
| 7D | -1.3% | -7.3% | +5.9% | +0.7% |
| 30D | -0.2% | -14.2% | +13.9% | +4.0% |
| 3M | +3.0% | -4.6% | +7.5% | +4.1% |
| 6M | +33.9% | +36.9% | -3.1% | +21.9% |
| YTD | +42.5% | +42.5% | 0.0% | +28.3% |
| 1Y | +44.9% | +45.8% | -0.9% | +29.0% |
| 3Y | +293.0% | +104.7% | +188.4% | +191.7% |
| 5Y | +497.7% | -21.7% | +519.3% | +416.5% |
| 10Y | +1,004.4% | +83.8% | +920.6% | +493.0% |
| All | +2,988.7% | +924.1% | +2,064.6% | +501.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling