+1,428.5%
IBKR vs XPO
+9,801.4%
-8,372.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -1.3% | -5.7% | +4.3% | -0.2% |
| 30D | -0.2% | -12.8% | +12.6% | +2.6% |
| 3M | +3.0% | -20.0% | +22.9% | +7.5% |
| 6M | +33.9% | -6.0% | +39.9% | +35.0% |
| YTD | +42.5% | +34.0% | +8.5% | +33.3% |
| 1Y | +44.9% | +35.6% | +9.3% | +34.7% |
| 3Y | +293.0% | +152.3% | +140.7% | +215.2% |
| 5Y | +497.7% | +264.4% | +233.3% | +330.9% |
| 10Y | +1,004.4% | +1,498.6% | -494.3% | +501.2% |
| All | +1,428.5% | +9,801.4% | -8,372.9% | +533.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling