+71.4%
XLC vs IBKR
+291.8%
-220.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.6% |
| 7D | +0.5% | -1.3% | +1.9% | +0.8% |
| 30D | +2.1% | -0.2% | +2.3% | +2.0% |
| 3M | +0.7% | +3.0% | -2.3% | -0.4% |
| 6M | -3.2% | +33.9% | -37.1% | -10.0% |
| YTD | -3.8% | +42.5% | -46.3% | -12.2% |
| 1Y | -2.0% | +44.9% | -46.9% | -11.4% |
| 3Y | +71.4% | +293.0% | -221.6% | +21.9% |
| All | +71.4% | +291.8% | -220.5% | +21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling