-48.9%
TOST vs IBKR
+517.1%
-566.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.0% |
| 7D | -5.9% | -3.8% | -2.1% | -3.8% |
| 30D | -8.4% | -0.3% | -8.1% | -8.9% |
| 3M | +31.4% | +4.8% | +26.7% | +25.6% |
| 6M | +10.5% | +30.8% | -20.3% | -8.4% |
| YTD | -10.1% | +39.5% | -49.5% | -29.0% |
| 1Y | -19.9% | +43.7% | -63.6% | -38.6% |
| 3Y | +53.3% | +284.7% | -231.4% | -45.6% |
| All | -48.9% | +517.1% | -566.0% | -87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling