+44.7%
IBKR vs TPR
+18.2%
+26.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -3.3% | -2.7% | -0.6% | -2.6% |
| 30D | +4.5% | -23.3% | +27.7% | +12.0% |
| 3M | +6.5% | -12.8% | +19.3% | +8.6% |
| 6M | +34.2% | -21.7% | +55.9% | +41.3% |
| YTD | +44.5% | -3.9% | +48.3% | +44.6% |
| 1Y | +44.7% | +16.9% | +27.8% | +34.0% |
| All | +44.7% | +18.2% | +26.5% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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