+172.4%
XLF vs IBKR
+1,349.8%
-1,177.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | -0.4% |
| 7D | -1.5% | -1.3% | -0.1% | -0.8% |
| 30D | -1.2% | -0.2% | -0.9% | -1.6% |
| 3M | +9.2% | +3.0% | +6.2% | +6.1% |
| 6M | +16.3% | +33.9% | -17.5% | -2.5% |
| YTD | +5.4% | +42.5% | -37.1% | -15.3% |
| 1Y | +7.6% | +44.9% | -37.3% | -15.3% |
| 3Y | +74.2% | +293.0% | -218.8% | -26.1% |
| 5Y | +66.1% | +497.7% | -431.5% | -47.1% |
| 10Y | +252.8% | +1,004.4% | -751.6% | -28.9% |
| All | +172.4% | +1,349.8% | -1,177.4% | -66.7% |
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