+990.2%
IBKR vs MXL
+313.4%
+676.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.5% | -5.4% | +1.0% |
| 7D | -1.3% | +18.9% | -20.2% | -4.1% |
| 30D | -0.2% | +0.3% | -0.5% | -0.7% |
| 3M | +3.0% | -8.0% | +11.0% | +0.8% |
| 6M | +33.9% | +341.2% | -307.4% | -8.2% |
| YTD | +42.5% | +327.8% | -285.3% | -2.1% |
| 1Y | +44.9% | +364.9% | -320.0% | -2.8% |
| 3Y | +293.0% | +229.2% | +63.8% | +154.3% |
| 5Y | +497.7% | +42.8% | +454.9% | +334.7% |
| All | +990.2% | +313.4% | +676.8% | +420.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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