+2,652.0%
IBKR vs GWRE
+741.3%
+1,910.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.0% |
| 7D | -1.3% | -13.2% | +11.9% | +1.9% |
| 30D | -0.2% | -18.6% | +18.4% | +3.7% |
| 3M | +3.0% | +18.9% | -15.9% | -3.8% |
| 6M | +33.9% | -11.0% | +44.8% | +32.6% |
| YTD | +42.5% | -29.9% | +72.4% | +49.1% |
| 1Y | +44.9% | -44.3% | +89.2% | +61.0% |
| 3Y | +293.0% | +51.7% | +241.3% | +218.7% |
| 5Y | +497.7% | +15.4% | +482.2% | +411.2% |
| 10Y | +1,004.4% | +129.4% | +875.0% | +670.5% |
| All | +2,652.0% | +741.3% | +1,910.7% | +1,642.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling