+1,395.9%
IBKR vs BBWI
+97.6%
+1,298.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.6% |
| 7D | -3.8% | -8.0% | +4.2% | -1.7% |
| 30D | -0.3% | -6.6% | +6.3% | +0.9% |
| 3M | +4.8% | -2.7% | +7.5% | +4.0% |
| 6M | +30.8% | -12.8% | +43.6% | +31.9% |
| YTD | +39.5% | -10.5% | +49.9% | +38.8% |
| 1Y | +43.7% | -35.3% | +79.0% | +54.0% |
| 3Y | +284.7% | -47.7% | +332.4% | +314.0% |
| 5Y | +484.9% | -68.9% | +553.8% | +591.4% |
| 10Y | +980.8% | -58.0% | +1,038.8% | +874.5% |
| All | +1,395.9% | +97.6% | +1,298.3% | +382.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling