+416.3%
XLP vs IBKR
+1,369.6%
-953.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -1.0% | -3.3% | +2.3% | -0.6% |
| 30D | -0.9% | +4.5% | -5.3% | -1.7% |
| 3M | +3.8% | +6.5% | -2.7% | +2.3% |
| 6M | -1.7% | +34.2% | -35.9% | -6.9% |
| YTD | +10.3% | +44.5% | -34.2% | +2.9% |
| 1Y | +7.8% | +44.7% | -36.9% | +0.1% |
| 3Y | +27.2% | +306.7% | -279.5% | -3.5% |
| 5Y | +32.5% | +489.9% | -457.3% | -7.8% |
| 10Y | +101.8% | +1,019.5% | -917.7% | +20.3% |
| All | +416.3% | +1,369.6% | -953.3% | +157.3% |
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