+1,395.9%
IBKR vs XRT
+402.9%
+993.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.5% |
| 7D | -3.8% | -3.6% | -0.2% | -1.6% |
| 30D | -0.3% | -6.7% | +6.4% | +4.0% |
| 3M | +4.8% | -1.4% | +6.2% | +5.1% |
| 6M | +30.8% | +1.7% | +29.1% | +28.7% |
| YTD | +39.5% | -1.5% | +40.9% | +40.3% |
| 1Y | +43.7% | -2.5% | +46.1% | +45.2% |
| 3Y | +284.7% | +39.9% | +244.8% | +203.2% |
| 5Y | +484.9% | -2.6% | +487.5% | +459.9% |
| 10Y | +980.8% | +123.1% | +857.8% | +424.8% |
| All | +1,395.9% | +402.9% | +993.0% | +203.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling