+1,421.8%
IBKR vs EXPD
+423.4%
+998.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.1% |
| 7D | +0.6% | -0.9% | +1.6% | +1.1% |
| 30D | +3.7% | +4.1% | -0.4% | +1.8% |
| 3M | +4.2% | +13.8% | -9.5% | -2.1% |
| 6M | +36.6% | +27.3% | +9.4% | +21.0% |
| YTD | +41.9% | +25.4% | +16.4% | +25.7% |
| 1Y | +49.5% | +54.4% | -4.9% | +19.0% |
| 3Y | +291.3% | +67.9% | +223.4% | +192.8% |
| 5Y | +492.7% | +59.2% | +433.5% | +342.4% |
| 10Y | +994.0% | +308.6% | +685.4% | +399.4% |
| All | +1,421.8% | +423.4% | +998.4% | +425.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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