+2.0%
IBKR vs VSXY
+199.6%
-197.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.4% | -4.2% | -6.5% |
| 7D | -11.1% | +7.2% | -18.3% | -11.4% |
| 30D | -19.7% | +24.9% | -44.6% | -20.7% |
| 3M | -18.0% | +18.3% | -36.3% | -18.9% |
| 6M | -13.2% | +109.4% | -122.6% | -19.6% |
| YTD | +13.4% | +96.3% | -82.8% | +6.1% |
| 1Y | +2.0% | +184.0% | -182.0% | -6.5% |
| All | +2.0% | +199.6% | -197.6% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 1y: compounded portfolio wealth divided by compounded VSXY 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…
1y analysis · Full analysis span regression · 6 months rolling