+9.2%
IBKR vs GWRE
-23.1%
+32.3%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.9% | -5.4% | +0.3% |
| 7D | -6.8% | +2.2% | -9.0% | -6.9% |
| 30D | -12.5% | +4.5% | -17.1% | -12.8% |
| 3M | -12.0% | +6.4% | -18.5% | -12.4% |
| 6M | -4.5% | +18.8% | -23.4% | -4.7% |
| YTD | +21.5% | -15.1% | +36.6% | +21.2% |
| All | +9.2% | -23.1% | +32.3% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling