+467.5%
XLP vs IBKR
+1,197.8%
-730.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.9% | +1.3% |
| 7D | +2.5% | +7.9% | -5.4% | +1.4% |
| 30D | +7.3% | -2.8% | +10.1% | +7.5% |
| 3M | +8.1% | -10.5% | +18.5% | +9.4% |
| 6M | +10.5% | -3.7% | +14.2% | +10.0% |
| YTD | +21.2% | +27.6% | -6.4% | +14.8% |
| 1Y | +22.7% | +22.5% | +0.2% | +16.9% |
| 3Y | +44.8% | +307.2% | -262.4% | +9.1% |
| 5Y | +44.7% | +357.7% | -312.9% | +4.9% |
| 10Y | +139.1% | +846.8% | -707.7% | +46.0% |
| All | +467.5% | +1,197.8% | -730.3% | +187.2% |
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