+290.8%
TMUS vs IBKR
+1,332.5%
-1,041.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.2% |
| 7D | -5.3% | +1.3% | -6.6% | -5.7% |
| 30D | +0.1% | -0.3% | +0.4% | -0.2% |
| 3M | -0.6% | +4.7% | -5.3% | -2.8% |
| 6M | -17.5% | +34.0% | -51.6% | -25.8% |
| YTD | -11.3% | +40.8% | -52.1% | -22.1% |
| 1Y | -25.4% | +45.7% | -71.1% | -35.9% |
| 3Y | +35.5% | +288.4% | -252.8% | -19.8% |
| 5Y | +41.9% | +487.2% | -445.3% | -29.8% |
| 10Y | +317.8% | +991.2% | -673.4% | +52.4% |
| All | +290.8% | +1,332.5% | -1,041.7% | -9.9% |
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