+29.5%
XLB vs IBKR
+10.3%
+19.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +1.9% | +2.4% |
| 7D | +3.9% | -6.8% | +10.7% | +5.1% |
| 30D | +8.9% | -12.5% | +21.4% | +11.3% |
| 3M | +4.1% | -12.0% | +16.2% | +6.1% |
| 6M | +7.3% | -4.5% | +11.8% | +6.8% |
| YTD | +20.4% | +21.5% | -1.1% | +12.8% |
| 1Y | +29.5% | +10.6% | +18.9% | +23.8% |
| All | +29.5% | +10.3% | +19.2% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 1y: compounded portfolio wealth divided by compounded IBKR 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…
1y analysis · Full analysis span regression · 6 months rolling