+990.2%
IBKR vs EXR
+151.8%
+838.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +2.0% |
| 7D | -1.3% | -1.2% | -0.2% | -1.1% |
| 30D | -0.2% | -6.2% | +6.0% | +1.1% |
| 3M | +3.0% | -7.4% | +10.4% | +4.3% |
| 6M | +33.9% | -0.5% | +34.4% | +33.5% |
| YTD | +42.5% | +8.1% | +34.4% | +39.6% |
| 1Y | +44.9% | -2.9% | +47.7% | +44.8% |
| 3Y | +293.0% | +22.9% | +270.1% | +264.0% |
| 5Y | +497.7% | -10.2% | +507.8% | +492.0% |
| All | +990.2% | +151.8% | +838.4% | +779.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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