+1,428.5%
IBKR vs EXEL
+405.1%
+1,023.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.5% | +2.6% |
| 7D | -1.3% | -4.9% | +3.5% | -0.5% |
| 30D | -0.2% | +11.4% | -11.6% | -2.1% |
| 3M | +3.0% | +4.9% | -1.9% | +1.9% |
| 6M | +33.9% | +34.4% | -0.6% | +26.9% |
| YTD | +42.5% | +28.0% | +14.5% | +36.0% |
| 1Y | +44.9% | +43.6% | +1.2% | +35.3% |
| 3Y | +293.0% | +155.2% | +137.8% | +226.1% |
| 5Y | +497.7% | +181.2% | +316.5% | +381.1% |
| 10Y | +1,004.4% | +368.4% | +635.9% | +646.8% |
| All | +1,428.5% | +405.1% | +1,023.4% | +547.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling