+547.1%
XYZ vs IBKR
+722.2%
-175.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.3% | +2.5% |
| 7D | -1.1% | +7.9% | -8.9% | -5.6% |
| 30D | +11.5% | -2.8% | +14.3% | +12.7% |
| 3M | +1.8% | -10.5% | +12.2% | +7.5% |
| 6M | +21.2% | -3.7% | +24.9% | +21.1% |
| YTD | +29.9% | +27.6% | +2.4% | +7.9% |
| 1Y | +35.8% | +22.5% | +13.2% | +15.4% |
| 3Y | +62.6% | +307.2% | -244.6% | -39.1% |
| 5Y | -62.8% | +357.7% | -420.5% | -87.2% |
| 10Y | +612.0% | +846.8% | -234.8% | +73.3% |
| All | +547.1% | +722.2% | -175.1% | +58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling