+1,421.8%
IBKR vs EXC
+69.1%
+1,352.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.0% |
| 7D | +0.6% | +1.2% | -0.6% | +0.2% |
| 30D | +3.7% | -2.7% | +6.4% | +4.6% |
| 3M | +4.2% | -1.0% | +5.2% | +4.0% |
| 6M | +36.6% | -9.3% | +45.9% | +40.4% |
| YTD | +41.9% | +3.6% | +38.3% | +37.9% |
| 1Y | +49.5% | +5.9% | +43.6% | +43.6% |
| 3Y | +291.3% | +21.3% | +270.0% | +246.9% |
| 5Y | +492.7% | +46.2% | +446.5% | +373.0% |
| 10Y | +994.0% | +151.5% | +842.5% | +554.2% |
| All | +1,421.8% | +69.1% | +1,352.7% | +854.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling