+1,428.5%
IBKR vs GWW
+1,983.9%
-555.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.9% |
| 7D | -1.3% | -3.4% | +2.0% | +0.3% |
| 30D | -0.2% | -1.9% | +1.7% | +0.6% |
| 3M | +3.0% | -2.4% | +5.3% | +3.7% |
| 6M | +33.9% | +15.7% | +18.1% | +23.9% |
| YTD | +42.5% | +27.6% | +14.9% | +25.4% |
| 1Y | +44.9% | +27.2% | +17.7% | +27.4% |
| 3Y | +293.0% | +89.7% | +203.3% | +183.3% |
| 5Y | +497.7% | +223.9% | +273.7% | +222.9% |
| 10Y | +1,004.4% | +567.1% | +437.3% | +283.2% |
| All | +1,428.5% | +1,983.9% | -555.4% | +112.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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