+57.4%
XLE vs IBKR
+283.5%
-226.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | +0.5% | -3.8% | +4.3% | +1.0% |
| 30D | +6.6% | -0.3% | +6.9% | +6.4% |
| 3M | +12.3% | +4.8% | +7.5% | +10.8% |
| 6M | +18.4% | +30.8% | -12.4% | +12.0% |
| YTD | +47.2% | +39.5% | +7.8% | +36.8% |
| 1Y | +50.3% | +43.7% | +6.6% | +37.9% |
| All | +57.4% | +283.5% | -226.1% | +13.8% |
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 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