+44.9%
IBKR vs EXPE
+30.8%
+14.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +2.0% |
| 7D | -1.3% | -5.8% | +4.4% | -0.7% |
| 30D | -0.2% | -13.6% | +13.4% | +1.4% |
| 3M | +3.0% | +25.2% | -22.2% | -1.0% |
| 6M | +33.9% | +22.3% | +11.5% | +28.9% |
| YTD | +42.5% | -0.3% | +42.8% | +39.1% |
| 1Y | +44.9% | +27.8% | +17.1% | +40.7% |
| All | +44.9% | +30.8% | +14.0% | +40.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling