+25.4%
TMO vs IBKR
+10.3%
+15.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | +0.3% | -6.8% | +7.1% | +1.6% |
| 30D | +4.3% | -12.5% | +16.9% | +6.8% |
| 3M | +25.1% | -12.0% | +37.2% | +27.6% |
| 6M | +52.9% | -4.5% | +57.4% | +49.9% |
| YTD | +22.2% | +21.5% | +0.7% | +11.8% |
| 1Y | +25.4% | +10.6% | +14.7% | +16.3% |
| All | +25.4% | +10.3% | +15.1% | +16.3% |
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 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