+9.1%
XLF vs IBKR
+45.1%
-36.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | 0.0% | -3.3% | +3.3% | +0.5% |
| 30D | +0.2% | +4.5% | -4.3% | -0.8% |
| 3M | +11.7% | +6.5% | +5.2% | +9.8% |
| 6M | +13.8% | +34.2% | -20.4% | +5.8% |
| YTD | +7.0% | +44.5% | -37.5% | -1.8% |
| 1Y | +9.1% | +44.7% | -35.6% | -0.2% |
| All | +9.1% | +45.1% | -36.0% | -0.2% |
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 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