+990.2%
IBKR vs GWRE
+131.0%
+859.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.0% |
| 7D | -1.3% | -13.2% | +11.9% | +2.0% |
| 30D | -0.2% | -18.6% | +18.4% | +3.8% |
| 3M | +3.0% | +18.9% | -15.9% | -4.3% |
| 6M | +33.9% | -11.0% | +44.8% | +32.5% |
| YTD | +42.5% | -29.9% | +72.4% | +49.9% |
| 1Y | +44.9% | -44.3% | +89.2% | +63.1% |
| 3Y | +293.0% | +51.7% | +241.3% | +206.0% |
| 5Y | +497.7% | +15.4% | +482.2% | +403.8% |
| All | +990.2% | +131.0% | +859.2% | +594.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling