+44.7%
IBKR vs XEL
+7.2%
+37.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.6% |
| 7D | -3.3% | -1.0% | -2.3% | -3.5% |
| 30D | +4.5% | -1.9% | +6.4% | +4.0% |
| 3M | +6.5% | -1.9% | +8.4% | +5.9% |
| 6M | +34.2% | -7.4% | +41.6% | +32.1% |
| YTD | +44.5% | +4.1% | +40.4% | +44.7% |
| 1Y | +44.7% | +8.0% | +36.6% | +48.7% |
| All | +44.7% | +7.2% | +37.5% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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