+1,832.4%
XLK vs IBKR
+1,349.8%
+482.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.5% |
| 7D | +0.2% | -1.3% | +1.6% | +0.7% |
| 30D | -0.6% | -0.2% | -0.4% | -0.8% |
| 3M | +2.6% | +3.0% | -0.4% | +0.9% |
| 6M | +34.0% | +33.9% | +0.1% | +19.9% |
| YTD | +30.7% | +42.5% | -11.8% | +14.0% |
| 1Y | +39.2% | +44.9% | -5.7% | +20.2% |
| 3Y | +120.4% | +293.0% | -172.6% | +30.6% |
| 5Y | +148.8% | +497.7% | -348.9% | +24.3% |
| 10Y | +803.3% | +1,004.4% | -201.1% | +251.9% |
| All | +1,832.4% | +1,349.8% | +482.6% | +457.6% |
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