+1,395.9%
IBKR vs TRMB
+270.3%
+1,125.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.6% |
| 7D | -3.8% | -5.4% | +1.6% | -1.7% |
| 30D | -0.3% | -2.0% | +1.7% | +0.2% |
| 3M | +4.8% | +12.3% | -7.6% | -0.8% |
| 6M | +30.8% | -17.6% | +48.4% | +39.6% |
| YTD | +39.5% | -27.5% | +66.9% | +56.2% |
| 1Y | +43.7% | -29.1% | +72.7% | +62.5% |
| 3Y | +284.7% | +11.5% | +273.2% | +262.2% |
| 5Y | +484.9% | -39.5% | +524.4% | +573.2% |
| 10Y | +980.8% | +118.6% | +862.2% | +624.9% |
| All | +1,395.9% | +270.3% | +1,125.6% | +516.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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