+143.7%
XLC vs IBKR
+467.0%
-323.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.4% |
| 7D | +0.5% | -1.3% | +1.9% | +0.9% |
| 30D | +2.1% | -0.2% | +2.3% | +1.9% |
| 3M | +0.7% | +3.0% | -2.3% | -1.0% |
| 6M | -3.2% | +33.9% | -37.1% | -12.6% |
| YTD | -3.8% | +42.5% | -46.3% | -15.4% |
| 1Y | -2.0% | +44.9% | -46.9% | -14.9% |
| 3Y | +71.4% | +293.0% | -221.6% | +2.2% |
| 5Y | +40.7% | +497.7% | -457.0% | -30.1% |
| All | +143.7% | +467.0% | -323.3% | +8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling