+1,128.1%
TMO vs IBKR
+1,349.8%
-221.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.5% |
| 7D | -0.6% | -1.3% | +0.7% | -0.3% |
| 30D | +1.1% | -0.2% | +1.4% | +1.0% |
| 3M | +28.3% | +3.0% | +25.4% | +26.2% |
| 6M | +23.3% | +33.9% | -10.6% | +12.0% |
| YTD | +5.5% | +42.5% | -37.1% | -6.3% |
| 1Y | +24.5% | +44.9% | -20.3% | +9.5% |
| 3Y | +19.6% | +293.0% | -273.4% | -25.0% |
| 5Y | +8.1% | +497.7% | -489.5% | -42.2% |
| 10Y | +336.7% | +1,004.4% | -667.7% | +78.7% |
| All | +1,128.1% | +1,349.8% | -221.7% | +260.5% |
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