+102.4%
XLP vs IBKR
+987.9%
-885.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | -2.5% | -3.8% | +1.3% | -2.1% |
| 30D | -1.9% | -0.3% | -1.6% | -2.0% |
| 3M | -2.1% | +4.8% | -6.9% | -3.1% |
| 6M | -1.8% | +30.8% | -32.6% | -5.8% |
| YTD | +8.3% | +39.5% | -31.1% | +2.7% |
| 1Y | +6.8% | +43.7% | -36.8% | +0.5% |
| 3Y | +25.7% | +284.7% | -258.9% | -1.4% |
| 5Y | +31.9% | +484.9% | -453.0% | -6.3% |
| All | +102.4% | +987.9% | -885.5% | +34.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling