+1,428.5%
IBKR vs TRI
+285.4%
+1,143.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.4% |
| 7D | -1.3% | -7.9% | +6.5% | +2.2% |
| 30D | -0.2% | -4.5% | +4.3% | +1.2% |
| 3M | +3.0% | +22.1% | -19.1% | -9.3% |
| 6M | +33.9% | -2.8% | +36.6% | +29.2% |
| YTD | +42.5% | -23.4% | +65.9% | +52.1% |
| 1Y | +44.9% | -41.5% | +86.4% | +77.2% |
| 3Y | +293.0% | -19.2% | +312.2% | +294.1% |
| 5Y | +497.7% | -9.4% | +507.1% | +453.7% |
| 10Y | +1,004.4% | +195.6% | +808.8% | +402.9% |
| All | +1,428.5% | +285.4% | +1,143.1% | +369.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling