+49.6%
XOM vs IBKR
+2.6%
+47.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.6% | +4.3% | -3.1% |
| 7D | -9.8% | -11.1% | +1.2% | -11.1% |
| 30D | +0.5% | -19.7% | +20.2% | -2.0% |
| 3M | +9.7% | -18.0% | +27.7% | +7.3% |
| 6M | +8.1% | -13.2% | +21.3% | +6.5% |
| YTD | +40.1% | +13.4% | +26.7% | +39.1% |
| 1Y | +49.6% | +2.0% | +47.6% | +48.3% |
| All | +49.6% | +2.6% | +47.0% | +48.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling