+503.6%
IBKR vs XEL
+29.8%
+473.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | -1.3% | -0.3% | -1.1% | -1.3% |
| 30D | -0.2% | -3.9% | +3.7% | -0.1% |
| 3M | +3.0% | -2.8% | +5.8% | +2.9% |
| 6M | +33.9% | -5.4% | +39.3% | +33.9% |
| YTD | +42.5% | +3.8% | +38.8% | +41.7% |
| 1Y | +44.9% | +6.8% | +38.0% | +43.6% |
| 3Y | +293.0% | +45.6% | +247.4% | +284.0% |
| All | +503.6% | +29.8% | +473.8% | +504.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling