+261.4%
XLE vs IBKR
+1,332.5%
-1,071.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | +0.3% | +1.3% | -1.0% | -0.2% |
| 30D | +8.5% | -0.3% | +8.9% | +8.1% |
| 3M | +14.6% | +4.7% | +10.0% | +11.1% |
| 6M | +17.6% | +34.0% | -16.5% | +2.3% |
| YTD | +48.1% | +40.8% | +7.3% | +25.4% |
| 1Y | +53.8% | +45.7% | +8.1% | +27.2% |
| 3Y | +56.2% | +288.4% | -232.1% | -17.8% |
| 5Y | +227.7% | +487.2% | -259.4% | +39.6% |
| 10Y | +181.3% | +991.2% | -809.9% | -11.7% |
| All | +261.4% | +1,332.5% | -1,071.1% | -25.3% |
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