-48.6%
TOST vs IBKR
+530.6%
-579.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | -0.6% |
| 7D | -5.4% | -1.3% | -4.0% | -4.7% |
| 30D | -5.7% | -0.2% | -5.5% | -6.2% |
| 3M | +30.1% | +3.0% | +27.1% | +25.7% |
| 6M | +11.9% | +33.9% | -21.9% | -8.5% |
| YTD | -9.5% | +42.5% | -52.0% | -29.5% |
| 1Y | -21.3% | +44.9% | -66.1% | -39.8% |
| 3Y | +50.7% | +293.0% | -242.3% | -47.2% |
| All | -48.6% | +530.6% | -579.2% | -87.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling