+1,410.3%
IBKR vs EXR
+1,459.6%
-49.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.8% | +0.1% |
| 7D | +1.3% | -3.1% | +4.4% | +2.4% |
| 30D | -0.3% | -7.5% | +7.2% | +2.4% |
| 3M | +4.7% | -7.5% | +12.2% | +7.1% |
| 6M | +34.0% | -5.2% | +39.2% | +35.8% |
| YTD | +40.8% | +6.5% | +34.3% | +36.7% |
| 1Y | +45.7% | -2.0% | +47.8% | +45.3% |
| 3Y | +288.4% | +21.5% | +266.8% | +245.0% |
| 5Y | +487.2% | -11.5% | +498.7% | +471.2% |
| 10Y | +991.2% | +148.0% | +843.2% | +567.3% |
| All | +1,410.3% | +1,459.6% | -49.3% | +239.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling