+843.9%
IBKR vs TRU
+228.8%
+615.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.8% |
| 7D | -1.3% | -2.7% | +1.4% | -0.4% |
| 30D | -0.2% | -2.0% | +1.8% | +0.3% |
| 3M | +3.0% | +18.4% | -15.5% | -4.4% |
| 6M | +33.9% | +8.9% | +25.0% | +27.7% |
| YTD | +42.5% | -8.9% | +51.4% | +43.9% |
| 1Y | +44.9% | -15.9% | +60.7% | +49.8% |
| 3Y | +293.0% | -1.1% | +294.1% | +266.1% |
| 5Y | +497.7% | -35.2% | +532.8% | +555.7% |
| 10Y | +1,004.4% | +145.3% | +859.1% | +554.3% |
| All | +843.9% | +228.8% | +615.1% | +401.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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