-27.7%
TOST vs IBKR
+355.7%
-383.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.2% |
| 7D | 0.0% | +7.9% | -7.8% | -4.2% |
| 30D | +16.2% | -2.8% | +19.0% | +17.0% |
| 3M | -1.5% | -10.5% | +8.9% | +3.0% |
| 6M | +55.3% | -3.7% | +59.0% | +53.4% |
| YTD | -2.3% | +27.6% | -29.9% | -20.3% |
| 1Y | -5.5% | +22.5% | -28.0% | -21.2% |
| 3Y | +151.1% | +307.2% | -156.1% | -22.4% |
| All | -27.7% | +355.7% | -383.4% | -81.6% |
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