+62.6%
XYZ vs IBKR
+304.9%
-242.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.3% | +2.5% |
| 7D | -1.1% | +7.9% | -8.9% | -4.8% |
| 30D | +11.5% | -2.8% | +14.3% | +12.6% |
| 3M | +1.8% | -10.5% | +12.2% | +6.7% |
| 6M | +21.2% | -3.7% | +24.9% | +21.2% |
| YTD | +29.9% | +27.6% | +2.4% | +10.8% |
| 1Y | +35.8% | +22.5% | +13.2% | +18.2% |
| 3Y | +62.6% | +307.2% | -244.6% | +10.4% |
| All | +62.6% | +304.9% | -242.3% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling