+495.4%
IBKR vs VSXY
+37.5%
+457.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.1% | -0.9% | +1.8% |
| 7D | -1.3% | +0.1% | -1.5% | -1.4% |
| 30D | -0.2% | -18.7% | +18.4% | +2.0% |
| 3M | +3.0% | -4.0% | +6.9% | +2.8% |
| 6M | +33.9% | +67.5% | -33.6% | +22.1% |
| YTD | +42.5% | +39.7% | +2.9% | +32.8% |
| 1Y | +44.9% | +180.0% | -135.1% | +21.8% |
| 3Y | +293.0% | +337.3% | -44.3% | +191.5% |
| 5Y | +497.7% | +22.7% | +475.0% | +411.6% |
| All | +495.4% | +37.5% | +457.8% | +416.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling