+503.6%
IBKR vs EXEL
+180.6%
+323.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.5% | +2.5% |
| 7D | -1.3% | -4.9% | +3.5% | -0.6% |
| 30D | -0.2% | +11.4% | -11.6% | -1.8% |
| 3M | +3.0% | +4.9% | -1.9% | +2.1% |
| 6M | +33.9% | +34.4% | -0.6% | +27.7% |
| YTD | +42.5% | +28.0% | +14.5% | +36.7% |
| 1Y | +44.9% | +43.6% | +1.2% | +36.5% |
| 3Y | +293.0% | +155.2% | +137.8% | +229.2% |
| All | +503.6% | +180.6% | +323.0% | +382.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 5y: compounded portfolio wealth divided by compounded EXEL 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…
5y analysis · Full analysis span regression · 6 months rolling