+556.9%
XLI vs IBKR
+1,349.8%
-792.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.3% |
| 7D | -1.7% | -1.3% | -0.3% | -1.2% |
| 30D | -7.3% | -0.2% | -7.0% | -7.5% |
| 3M | -1.3% | +3.0% | -4.3% | -3.1% |
| 6M | +2.2% | +33.9% | -31.6% | -8.6% |
| YTD | +11.7% | +42.5% | -30.8% | -2.8% |
| 1Y | +14.3% | +44.9% | -30.6% | -1.8% |
| 3Y | +70.3% | +293.0% | -222.7% | -0.9% |
| 5Y | +82.3% | +497.7% | -415.3% | -11.4% |
| 10Y | +258.4% | +1,004.4% | -746.0% | +34.3% |
| All | +556.9% | +1,349.8% | -792.9% | +78.4% |
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