+413.3%
IBKR vs EXE
+188.3%
+225.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.2% | -1.0% |
| 7D | -3.8% | -2.2% | -1.6% | -3.4% |
| 30D | -0.3% | -0.8% | +0.5% | -0.2% |
| 3M | +4.8% | +10.0% | -5.3% | +2.3% |
| 6M | +30.8% | -6.3% | +37.1% | +31.9% |
| YTD | +39.5% | -10.7% | +50.1% | +41.6% |
| 1Y | +43.7% | +2.7% | +41.0% | +40.6% |
| 3Y | +284.7% | +19.1% | +265.5% | +265.0% |
| 5Y | +484.9% | +105.4% | +379.5% | +408.4% |
| All | +413.3% | +188.3% | +225.1% | +320.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling