+33.9%
IBKR vs SPXU
-30.3%
+64.2%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.6% | +0.7% |
| 7D | -1.3% | +2.5% | -3.8% | +0.2% |
| 30D | -0.2% | +4.2% | -4.4% | +2.6% |
| 3M | +3.0% | -9.3% | +12.2% | -1.6% |
| 6M | +33.9% | -30.7% | +64.6% | +9.0% |
| All | +33.9% | -30.3% | +64.2% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 6mo: compounded portfolio wealth divided by compounded SPXU 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…
6mo analysis · Full analysis span regression · 6 months rolling