+284.6%
IBKR vs EXC
+19.7%
+264.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -1.1% |
| 7D | -3.8% | -1.6% | -2.2% | -4.1% |
| 30D | -0.3% | -2.4% | +2.1% | -0.8% |
| 3M | +4.8% | -4.0% | +8.7% | +4.1% |
| 6M | +30.8% | -9.8% | +40.6% | +29.2% |
| YTD | +39.5% | +2.3% | +37.2% | +39.6% |
| 1Y | +43.7% | +3.8% | +39.8% | +44.0% |
| All | +284.6% | +19.7% | +264.9% | +284.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling