+990.2%
IBKR vs XME
+421.4%
+568.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.7% |
| 7D | -1.3% | -4.2% | +2.9% | +0.6% |
| 30D | -0.2% | -2.7% | +2.5% | +1.0% |
| 3M | +3.0% | -3.9% | +6.9% | +4.6% |
| 6M | +33.9% | -1.0% | +34.8% | +33.4% |
| YTD | +42.5% | +9.8% | +32.7% | +35.3% |
| 1Y | +44.9% | +32.5% | +12.3% | +25.6% |
| 3Y | +293.0% | +124.3% | +168.7% | +163.4% |
| 5Y | +497.7% | +165.8% | +331.9% | +254.7% |
| All | +990.2% | +421.4% | +568.9% | +329.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling