+533.2%
XYZ vs IBKR
+831.1%
-297.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.5% |
| 7D | -1.0% | -3.3% | +2.3% | +0.9% |
| 30D | -1.7% | +4.5% | -6.2% | -4.8% |
| 3M | +16.7% | +6.5% | +10.3% | +10.8% |
| 6M | +26.9% | +34.2% | -7.3% | +3.7% |
| YTD | +27.1% | +44.5% | -17.3% | -1.3% |
| 1Y | +9.3% | +44.7% | -35.4% | -16.0% |
| 3Y | +42.3% | +306.7% | -264.5% | -46.0% |
| 5Y | -69.3% | +489.9% | -559.2% | -90.9% |
| 10Y | +586.8% | +1,019.5% | -432.7% | +54.5% |
| All | +533.2% | +831.1% | -297.9% | +45.3% |
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 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