+44.9%
IBKR vs EXE
+1.0%
+43.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +2.0% |
| 7D | -1.3% | -3.1% | +1.8% | -1.6% |
| 30D | -0.2% | -0.9% | +0.7% | -0.3% |
| 3M | +3.0% | +9.6% | -6.6% | +3.2% |
| 6M | +33.9% | -11.6% | +45.5% | +35.6% |
| YTD | +42.5% | -12.6% | +55.1% | +45.0% |
| 1Y | +44.9% | +1.2% | +43.7% | +48.1% |
| All | +44.9% | +1.0% | +43.8% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 1y: compounded portfolio wealth divided by compounded EXE 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…
1y analysis · Full analysis span regression · 6 months rolling