+293.0%
IBKR vs HWM
+383.4%
-90.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.4% | +1.8% |
| 7D | -1.3% | -11.4% | +10.1% | +4.0% |
| 30D | -0.2% | -18.5% | +18.2% | +9.0% |
| 3M | +3.0% | -13.2% | +16.1% | +9.0% |
| 6M | +33.9% | -8.7% | +42.5% | +37.1% |
| YTD | +42.5% | +12.2% | +30.3% | +30.9% |
| 1Y | +44.9% | +24.9% | +20.0% | +25.9% |
| 3Y | +293.0% | +383.9% | -90.9% | +106.4% |
| All | +293.0% | +383.4% | -90.4% | +106.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling