+1,095.0%
IBKR vs HWM
+1,311.7%
-216.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.4% | +1.9% |
| 7D | -1.3% | -11.4% | +10.1% | +3.0% |
| 30D | -0.2% | -18.5% | +18.2% | +7.1% |
| 3M | +3.0% | -13.2% | +16.1% | +7.9% |
| 6M | +33.9% | -8.7% | +42.5% | +37.0% |
| YTD | +42.5% | +12.2% | +30.3% | +34.6% |
| 1Y | +44.9% | +24.9% | +20.0% | +31.3% |
| 3Y | +293.0% | +383.9% | -90.9% | +117.0% |
| 5Y | +497.7% | +646.1% | -148.5% | +182.1% |
| All | +1,095.0% | +1,311.7% | -216.7% | +287.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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