+990.2%
IBKR vs EXC
+158.0%
+832.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.3% |
| 7D | -1.3% | -1.1% | -0.2% | -1.1% |
| 30D | -0.2% | -3.6% | +3.4% | +0.7% |
| 3M | +3.0% | -4.3% | +7.2% | +3.7% |
| 6M | +33.9% | -9.9% | +43.8% | +36.8% |
| YTD | +42.5% | +1.8% | +40.7% | +40.0% |
| 1Y | +44.9% | +2.9% | +42.0% | +41.5% |
| 3Y | +293.0% | +19.1% | +273.9% | +258.4% |
| 5Y | +497.7% | +44.8% | +452.8% | +391.7% |
| All | +990.2% | +158.0% | +832.2% | +694.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling