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ibkr
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


XDIV 10.00%XUT.TO 10.00%BPF-UN.TO 10.00%CLS.TO 10.00%ENB.TO 10.00%GRBK 10.00%KEY.TO 10.00%POU.TO 10.00%POW.TO 10.00%TSLA 10.00%EquityEquity

S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in ibkr, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 6 months.


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The earliest data available for this chart is Jul 10, 2025, corresponding to the inception date of XDIV

Returns By Period


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.48%-1.70%-2.42%-2.28%13.57%18.26%12.69%12.98%
Portfolio
ibkr
0.73%0.32%5.95%9.47%
XDIV
Roundhill S&P 500 No Dividend Target ETF
0.74%-1.27%-2.22%-1.57%
XUT.TO
iShares S&P/TSX Capped Utilities Index ETF
0.96%2.04%12.73%9.48%22.04%11.12%6.19%8.87%
BPF-UN.TO
Boston Pizza Royalties Income Fund
0.20%-1.24%9.33%20.84%53.37%26.74%22.62%10.90%
CLS.TO
Celestica Inc.
2.48%16.79%1.03%17.08%247.84%189.08%106.48%39.89%
ENB.TO
Enbridge Inc.
1.15%1.48%16.34%11.67%23.42%20.52%17.67%10.88%
GRBK
Green Brick Partners, Inc.
0.34%-7.37%5.83%-14.64%7.17%24.38%24.63%25.23%
KEY.TO
Keyera Corp.
1.69%3.00%22.59%17.79%20.70%29.23%24.19%11.06%
POU.TO
Paramount Resources Ltd.
3.13%-3.61%17.71%27.02%53.87%24.91%44.01%27.83%
POW.TO
Power Corporation of Canada
0.26%2.64%-5.28%16.00%36.89%32.01%21.84%14.81%
TSLA
Tesla, Inc.
-5.07%-6.47%-18.64%-17.55%24.77%24.26%12.65%37.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jul 11, 2025, ibkr's average daily return is +0.15%, while the average monthly return is +2.75%. At this rate, your investment would double in approximately 2.1 years.

Historically, 80% of months were positive and 20% were negative. The best month was Sep 2025 with a return of +10.7%, while the worst month was Dec 2025 at -2.9%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 1 months.

On a daily basis, ibkr closed higher 60% of trading days. The best single day was Nov 24, 2025 with a return of +3.2%, while the worst single day was Nov 13, 2025 at -3.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.15%4.72%-0.12%0.15%5.95%
20253.44%3.57%10.70%4.65%2.17%-2.92%23.11%

Benchmark Metrics

ibkr has an annualized alpha of 35.04%, beta of 0.77, and R² of 0.44 versus S&P 500 Index. Calculated based on daily prices since July 11, 2025.

  • This portfolio captured 209.19% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -66.33%) — a profile typical of hedging or uncorrelated assets.
  • R² of 0.44 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

Alpha
35.04%
Beta
0.77
0.44
Upside Capture
209.19%
Downside Capture
-66.33%

Expense Ratio

ibkr has an expense ratio of 0.07%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Return for Risk

Return / Risk — by metrics


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
XDIV
Roundhill S&P 500 No Dividend Target ETF
XUT.TO
iShares S&P/TSX Capped Utilities Index ETF
862.222.811.462.928.08
BPF-UN.TO
Boston Pizza Royalties Income Fund
973.384.781.685.8120.17
CLS.TO
Celestica Inc.
953.513.211.448.2921.54
ENB.TO
Enbridge Inc.
791.482.021.262.626.45
GRBK
Green Brick Partners, Inc.
450.200.561.060.360.77
KEY.TO
Keyera Corp.
670.961.391.181.463.75
POU.TO
Paramount Resources Ltd.
811.622.081.302.827.01
POW.TO
Power Corporation of Canada
841.972.481.332.637.77
TSLA
Tesla, Inc.
580.451.031.121.162.62

Sharpe Ratio

There isn't enough data available to calculate the Sharpe ratio for ibkr. This metric is based on the past 12 months of trading data. Please check back later for updated information.


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Dividends

Dividend yield

ibkr provided a 2.45% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio2.45%8.98%3.54%4.34%3.74%2.98%3.86%3.17%3.26%2.38%2.15%2.28%
XDIV
Roundhill S&P 500 No Dividend Target ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XUT.TO
iShares S&P/TSX Capped Utilities Index ETF
3.40%3.79%3.86%3.76%3.66%2.89%4.28%3.38%4.29%3.39%3.55%3.84%
BPF-UN.TO
Boston Pizza Royalties Income Fund
6.25%6.73%8.67%8.31%7.95%5.57%7.07%10.25%9.13%6.30%6.04%7.14%
CLS.TO
Celestica Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ENB.TO
Enbridge Inc.
5.04%5.74%6.00%7.45%6.50%6.76%7.96%5.72%6.33%4.91%3.75%4.04%
GRBK
Green Brick Partners, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KEY.TO
Keyera Corp.
4.01%5.28%6.51%8.68%9.16%9.36%11.76%7.52%6.70%4.66%3.81%3.51%
POU.TO
Paramount Resources Ltd.
2.12%64.90%5.34%9.64%3.95%0.81%0.00%0.00%0.00%0.20%0.00%0.00%
POW.TO
Power Corporation of Canada
3.67%3.36%5.02%5.54%6.22%4.40%7.51%4.77%6.13%4.36%4.38%4.23%
TSLA
Tesla, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the ibkr. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the ibkr was 4.36%, occurring on Nov 20, 2025. Recovery took 3 trading sessions.

The current ibkr drawdown is 0.63%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-4.36%Nov 4, 202513Nov 20, 20253Nov 25, 202516
-4.26%Dec 12, 202518Jan 8, 202621Feb 6, 202639
-3.86%Oct 2, 20257Oct 10, 20259Oct 23, 202516
-3.55%Mar 5, 202612Mar 20, 2026
-2.18%Dec 1, 20252Dec 2, 20256Dec 10, 20258

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 10 assets, with an effective number of assets of 10.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BenchmarkXUT.TOPOU.TOPOW.TOENB.TOGRBKKEY.TOBPF-UN.TOCLS.TOTSLAXDIVPortfolio
Benchmark1.00-0.020.020.20-0.170.29-0.120.280.420.550.970.60
XUT.TO-0.021.000.000.100.300.110.280.140.01-0.08-0.030.17
POU.TO0.020.001.00-0.280.13-0.130.33-0.060.150.040.010.28
POW.TO0.200.10-0.281.00-0.070.09-0.170.120.070.030.190.13
ENB.TO-0.170.300.13-0.071.000.130.39-0.01-0.14-0.16-0.200.07
GRBK0.290.11-0.130.090.131.00-0.010.350.040.120.260.31
KEY.TO-0.120.280.33-0.170.39-0.011.000.060.02-0.10-0.140.23
BPF-UN.TO0.280.14-0.060.12-0.010.350.061.000.200.150.270.36
CLS.TO0.420.010.150.07-0.140.040.020.201.000.250.390.74
TSLA0.55-0.080.040.03-0.160.12-0.100.150.251.000.550.56
XDIV0.97-0.030.010.19-0.200.26-0.140.270.390.551.000.56
Portfolio0.600.170.280.130.070.310.230.360.740.560.561.00
The correlation results are calculated based on daily price changes starting from Jul 11, 2025