+990.2%
IBKR vs EXPE
+169.0%
+821.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.8% |
| 7D | -1.3% | -5.8% | +4.4% | +0.1% |
| 30D | -0.2% | -13.6% | +13.4% | +3.2% |
| 3M | +3.0% | +25.2% | -22.2% | -3.7% |
| 6M | +33.9% | +22.3% | +11.5% | +25.5% |
| YTD | +42.5% | -0.3% | +42.8% | +39.4% |
| 1Y | +44.9% | +27.8% | +17.1% | +31.5% |
| 3Y | +293.0% | +162.4% | +130.6% | +185.8% |
| 5Y | +497.7% | +95.8% | +401.8% | +351.3% |
| All | +990.2% | +169.0% | +821.2% | +556.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 10y: compounded portfolio wealth divided by compounded EXPE 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…
10y analysis · Full analysis span regression · 6 months rolling