+21.2%
XYZ vs IBKR
-2.3%
+23.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.3% | +2.6% |
| 7D | -1.1% | +7.9% | -8.9% | -3.8% |
| 30D | +11.5% | -2.8% | +14.3% | +12.5% |
| 3M | +1.8% | -10.5% | +12.2% | +5.8% |
| 6M | +21.2% | -3.7% | +24.9% | +18.2% |
| All | +21.2% | -2.3% | +23.5% | +18.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling