+745.0%
EWT vs IBKR
+1,349.8%
-604.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +1.1% |
| 7D | -1.1% | -1.3% | +0.2% | -0.7% |
| 30D | +4.5% | -0.2% | +4.7% | +4.2% |
| 3M | +8.3% | +3.0% | +5.3% | +6.7% |
| 6M | +54.2% | +33.9% | +20.4% | +39.4% |
| YTD | +74.6% | +42.5% | +32.1% | +54.0% |
| 1Y | +84.9% | +44.9% | +40.0% | +61.6% |
| 3Y | +197.5% | +293.0% | -95.5% | +80.3% |
| 5Y | +150.6% | +497.7% | -347.1% | +27.6% |
| 10Y | +516.1% | +1,004.4% | -488.3% | +134.9% |
| All | +745.0% | +1,349.8% | -604.8% | +127.4% |
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 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