+293.0%
IBKR vs SPXS
-79.6%
+372.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.6% | +1.0% |
| 7D | -1.3% | +2.5% | -3.8% | -0.1% |
| 30D | -0.2% | +4.2% | -4.4% | +2.1% |
| 3M | +3.0% | -9.3% | +12.3% | -0.6% |
| 6M | +33.9% | -30.7% | +64.6% | +16.0% |
| YTD | +42.5% | -28.1% | +70.6% | +27.2% |
| 1Y | +44.9% | -35.1% | +79.9% | +25.5% |
| 3Y | +293.0% | -79.6% | +372.6% | +174.9% |
| All | +293.0% | -79.6% | +372.6% | +174.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 3y: compounded portfolio wealth divided by compounded SPXS 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…
3y analysis · Full analysis span regression · 6 months rolling