+113.9%
AXP vs IBKR
+290.1%
-176.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.6% |
| 7D | +0.6% | +0.6% | -0.1% | +0.3% |
| 30D | -4.3% | +3.7% | -8.0% | -6.1% |
| 3M | +4.7% | +4.2% | +0.5% | +2.1% |
| 6M | +9.0% | +36.6% | -27.7% | -5.2% |
| YTD | -11.1% | +41.9% | -53.0% | -24.2% |
| 1Y | +1.3% | +49.5% | -48.2% | -16.4% |
| All | +113.9% | +290.1% | -176.2% | +18.1% |
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