+22,727.1%
TSLA vs IBKR
+2,639.7%
+20,087.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.6% |
| 7D | -3.4% | -3.8% | +0.4% | -1.3% |
| 30D | +9.2% | -0.3% | +9.6% | +9.1% |
| 3M | -4.7% | +4.8% | -9.5% | -7.7% |
| 6M | -8.9% | +30.8% | -39.7% | -22.9% |
| YTD | -19.2% | +39.5% | -58.6% | -34.6% |
| 1Y | +4.5% | +43.7% | -39.1% | -17.6% |
| 3Y | +46.3% | +284.7% | -238.4% | -36.1% |
| 5Y | +48.1% | +484.9% | -436.8% | -49.8% |
| 10Y | +2,704.2% | +980.8% | +1,723.4% | +563.1% |
| All | +22,727.1% | +2,639.7% | +20,087.4% | +3,056.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling