+990.2%
IBKR vs TPR
+327.7%
+662.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.3% | -0.1% | +1.5% |
| 7D | -1.3% | -3.0% | +1.6% | -0.5% |
| 30D | -0.2% | -22.6% | +22.4% | +7.0% |
| 3M | +3.0% | -18.2% | +21.1% | +8.2% |
| 6M | +33.9% | -18.0% | +51.8% | +40.1% |
| YTD | +42.5% | -6.4% | +48.9% | +43.0% |
| 1Y | +44.9% | +12.3% | +32.6% | +37.0% |
| 3Y | +293.0% | +298.7% | -5.7% | +148.0% |
| 5Y | +497.7% | +232.5% | +265.1% | +284.3% |
| All | +990.2% | +327.7% | +662.5% | +462.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling