+1,428.5%
IBKR vs XHB
+240.7%
+1,187.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.4% |
| 7D | -1.3% | -4.6% | +3.3% | +1.1% |
| 30D | -0.2% | -9.1% | +8.9% | +4.9% |
| 3M | +3.0% | -8.6% | +11.5% | +7.2% |
| 6M | +33.9% | -4.0% | +37.9% | +35.6% |
| YTD | +42.5% | -3.9% | +46.4% | +43.9% |
| 1Y | +44.9% | -16.5% | +61.3% | +56.9% |
| 3Y | +293.0% | +22.6% | +270.4% | +233.8% |
| 5Y | +497.7% | +33.9% | +463.7% | +371.9% |
| 10Y | +1,004.4% | +213.0% | +791.4% | +429.1% |
| All | +1,428.5% | +240.7% | +1,187.8% | +379.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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