-5.6%
TLT vs IBKR
+10.3%
-15.9%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.8% |
| 7D | +1.0% | -6.8% | +7.7% | +1.2% |
| 30D | +6.0% | -12.5% | +18.6% | +6.6% |
| 3M | -0.9% | -12.0% | +11.1% | -0.5% |
| 6M | -2.3% | -4.5% | +2.2% | -2.3% |
| YTD | -3.3% | +21.5% | -24.8% | -4.7% |
| 1Y | -5.6% | +10.6% | -16.2% | -6.6% |
| All | -5.6% | +10.3% | -15.9% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling