+2,891.9%
IBKR vs XYL
+456.4%
+2,435.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.0% |
| 7D | -1.3% | +1.2% | -2.6% | -2.0% |
| 30D | -0.2% | -11.9% | +11.7% | +6.0% |
| 3M | +3.0% | -1.5% | +4.5% | +2.9% |
| 6M | +33.9% | -11.9% | +45.8% | +40.9% |
| YTD | +42.5% | -20.6% | +63.1% | +57.6% |
| 1Y | +44.9% | -23.5% | +68.4% | +63.4% |
| 3Y | +293.0% | +14.9% | +278.2% | +257.3% |
| 5Y | +497.7% | -15.3% | +512.9% | +513.0% |
| 10Y | +1,004.4% | +148.6% | +855.8% | +577.7% |
| All | +2,891.9% | +456.4% | +2,435.6% | +1,351.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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