+151.1%
TOST vs IBKR
+304.9%
-153.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.3% |
| 7D | 0.0% | +7.9% | -7.8% | -2.8% |
| 30D | +16.2% | -2.8% | +19.0% | +16.9% |
| 3M | -1.5% | -10.5% | +8.9% | +1.7% |
| 6M | +55.3% | -3.7% | +59.0% | +54.4% |
| YTD | -2.3% | +27.6% | -29.9% | -14.6% |
| 1Y | -5.5% | +22.5% | -28.0% | -16.1% |
| 3Y | +151.1% | +307.2% | -156.1% | +92.2% |
| All | +151.1% | +304.9% | -153.8% | +92.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling