+33.6%
TSLA vs IBKR
+291.8%
-258.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.8% |
| 7D | +3.2% | -1.3% | +4.6% | +4.0% |
| 30D | +11.6% | -0.2% | +11.8% | +11.4% |
| 3M | -8.4% | +3.0% | -11.4% | -10.6% |
| 6M | -10.4% | +33.9% | -44.2% | -25.8% |
| YTD | -18.7% | +42.5% | -61.2% | -36.0% |
| 1Y | -0.9% | +44.9% | -45.8% | -23.6% |
| 3Y | +33.6% | +293.0% | -259.4% | -37.2% |
| All | +33.6% | +291.8% | -258.3% | -37.2% |
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