+503.6%
IBKR vs BBWI
-67.2%
+570.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.4% | -4.2% | +0.9% |
| 7D | -1.3% | -4.8% | +3.5% | -0.5% |
| 30D | -0.2% | +3.5% | -3.7% | -1.4% |
| 3M | +3.0% | -0.3% | +3.3% | +1.8% |
| 6M | +33.9% | -5.4% | +39.2% | +32.6% |
| YTD | +42.5% | -4.7% | +47.2% | +40.3% |
| 1Y | +44.9% | -30.5% | +75.3% | +51.3% |
| 3Y | +293.0% | -44.3% | +337.3% | +312.2% |
| All | +503.6% | -67.2% | +570.8% | +613.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 5y: compounded portfolio wealth divided by compounded BBWI 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…
5y analysis · Full analysis span regression · 6 months rolling