+257.2%
XOM vs IBKR
+495.5%
-238.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.2% |
| 7D | +4.1% | -1.3% | +5.4% | +4.2% |
| 30D | +4.6% | -0.2% | +4.8% | +4.4% |
| 3M | +14.0% | +3.0% | +11.0% | +13.1% |
| 6M | +11.0% | +33.9% | -22.9% | +5.8% |
| YTD | +40.7% | +42.5% | -1.8% | +32.3% |
| 1Y | +52.3% | +44.9% | +7.4% | +42.2% |
| 3Y | +60.5% | +293.0% | -232.5% | +16.7% |
| All | +257.2% | +495.5% | -238.3% | +122.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling