+1,410.3%
IBKR vs TPR
+271.1%
+1,139.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | +0.4% |
| 7D | +1.3% | -7.3% | +8.6% | +3.9% |
| 30D | -0.3% | -30.7% | +30.4% | +11.8% |
| 3M | +4.7% | -21.6% | +26.3% | +12.2% |
| 6M | +34.0% | -21.3% | +55.4% | +43.1% |
| YTD | +40.8% | -10.2% | +51.0% | +43.2% |
| 1Y | +45.7% | +9.5% | +36.2% | +37.9% |
| 3Y | +288.4% | +280.8% | +7.6% | +132.1% |
| 5Y | +487.2% | +218.7% | +268.5% | +257.0% |
| 10Y | +991.2% | +306.7% | +684.6% | +417.2% |
| All | +1,410.3% | +271.1% | +1,139.2% | +350.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling