+1,395.9%
IBKR vs EXPE
+768.0%
+627.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.5% | -1.4% |
| 7D | -3.8% | -8.7% | +4.9% | -1.5% |
| 30D | -0.3% | -13.6% | +13.3% | +3.4% |
| 3M | +4.8% | +26.6% | -21.9% | -2.8% |
| 6M | +30.8% | +19.9% | +10.8% | +22.7% |
| YTD | +39.5% | -1.7% | +41.2% | +36.6% |
| 1Y | +43.7% | +29.4% | +14.2% | +29.0% |
| 3Y | +284.7% | +155.7% | +129.0% | +175.3% |
| 5Y | +484.9% | +93.1% | +391.8% | +332.7% |
| 10Y | +980.8% | +162.1% | +818.8% | +556.5% |
| All | +1,395.9% | +768.0% | +627.9% | +311.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling