+503.6%
IBKR vs XRT
-1.7%
+505.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.4% |
| 7D | -1.3% | -3.2% | +1.8% | +0.4% |
| 30D | -0.2% | -4.5% | +4.3% | +2.1% |
| 3M | +3.0% | -3.1% | +6.0% | +4.2% |
| 6M | +33.9% | +4.2% | +29.6% | +30.3% |
| YTD | +42.5% | -0.1% | +42.6% | +42.2% |
| 1Y | +44.9% | -3.0% | +47.9% | +46.6% |
| 3Y | +293.0% | +41.8% | +251.2% | +222.6% |
| All | +503.6% | -1.7% | +505.4% | +483.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 5y: compounded portfolio wealth divided by compounded XRT 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…
5y analysis · Full analysis span regression · 6 months rolling