+232.6%
T vs IBKR
+1,318.9%
-1,086.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.5% | +1.8% |
| 7D | -2.4% | -3.8% | +1.4% | -1.7% |
| 30D | +4.3% | -0.3% | +4.6% | +4.1% |
| 3M | +11.6% | +4.8% | +6.8% | +9.8% |
| 6M | -5.6% | +30.8% | -36.4% | -11.6% |
| YTD | +6.6% | +39.5% | -32.9% | -2.1% |
| 1Y | -8.4% | +43.7% | -52.0% | -16.9% |
| 3Y | +107.8% | +284.7% | -176.8% | +45.1% |
| 5Y | +68.3% | +484.9% | -416.6% | +3.0% |
| 10Y | +71.1% | +980.8% | -909.7% | -14.9% |
| All | +232.6% | +1,318.9% | -1,086.2% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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