+293.0%
IBKR vs XPO
+151.0%
+142.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -1.3% | -5.7% | +4.3% | +0.3% |
| 30D | -0.2% | -12.8% | +12.6% | +3.7% |
| 3M | +3.0% | -20.0% | +22.9% | +9.3% |
| 6M | +33.9% | -6.0% | +39.9% | +35.2% |
| YTD | +42.5% | +34.0% | +8.5% | +29.8% |
| 1Y | +44.9% | +35.6% | +9.3% | +30.9% |
| 3Y | +293.0% | +152.3% | +140.7% | +210.9% |
| All | +293.0% | +151.0% | +142.0% | +210.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 3y: compounded portfolio wealth divided by compounded XPO 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…
3y analysis · Full analysis span regression · 6 months rolling