+192.9%
XOM vs IBKR
+1,011.6%
-818.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.1% |
| 7D | +4.1% | -1.3% | +5.4% | +4.4% |
| 30D | +4.6% | -0.2% | +4.8% | +4.3% |
| 3M | +14.0% | +3.0% | +11.0% | +12.1% |
| 6M | +11.0% | +33.9% | -22.9% | +0.5% |
| YTD | +40.7% | +42.5% | -1.8% | +24.4% |
| 1Y | +52.3% | +44.9% | +7.4% | +32.9% |
| 3Y | +60.5% | +293.0% | -232.5% | -5.6% |
| 5Y | +266.4% | +497.7% | -231.2% | +76.6% |
| All | +192.9% | +1,011.6% | -818.7% | +15.9% |
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