+484.9%
IBKR vs TPR
+222.6%
+262.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.5% |
| 7D | -3.8% | -5.1% | +1.3% | -2.3% |
| 30D | -0.3% | -27.6% | +27.2% | +9.1% |
| 3M | +4.8% | -17.5% | +22.2% | +9.7% |
| 6M | +30.8% | -21.3% | +52.1% | +38.7% |
| YTD | +39.5% | -8.5% | +47.9% | +40.8% |
| 1Y | +43.7% | +11.5% | +32.2% | +35.8% |
| 3Y | +284.7% | +288.0% | -3.4% | +145.0% |
| 5Y | +484.9% | +225.2% | +259.7% | +290.0% |
| All | +484.9% | +222.6% | +262.3% | +290.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling