+2.0%
IBKR vs TRI
-16.8%
+18.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.8% | -7.4% | -6.6% |
| 7D | -11.1% | +1.5% | -12.6% | -11.1% |
| 30D | -19.7% | +20.4% | -40.1% | -19.9% |
| 3M | -18.0% | +20.6% | -38.5% | -18.1% |
| 6M | -13.2% | +25.5% | -38.6% | -13.3% |
| YTD | +13.4% | -7.1% | +20.5% | +13.9% |
| 1Y | +2.0% | -14.7% | +16.6% | +4.3% |
| All | +2.0% | -16.8% | +18.8% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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