+1,428.5%
IBKR vs XEL
+521.2%
+907.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.1% |
| 7D | -1.3% | -0.3% | -1.1% | -1.3% |
| 30D | -0.2% | -3.9% | +3.7% | +1.1% |
| 3M | +3.0% | -2.8% | +5.8% | +3.6% |
| 6M | +33.9% | -5.4% | +39.3% | +35.5% |
| YTD | +42.5% | +3.8% | +38.8% | +39.0% |
| 1Y | +44.9% | +6.8% | +38.0% | +39.3% |
| 3Y | +293.0% | +45.6% | +247.4% | +227.5% |
| 5Y | +497.7% | +30.7% | +467.0% | +408.2% |
| 10Y | +1,004.4% | +151.7% | +852.7% | +533.8% |
| All | +1,428.5% | +521.2% | +907.3% | +260.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling