+990.2%
IBKR vs ITW
+194.8%
+795.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.5% |
| 7D | -1.3% | -0.7% | -0.6% | -0.9% |
| 30D | -0.2% | -8.3% | +8.1% | +5.0% |
| 3M | +3.0% | +6.0% | -3.1% | -1.3% |
| 6M | +33.9% | 0.0% | +33.9% | +32.6% |
| YTD | +42.5% | +10.2% | +32.3% | +32.7% |
| 1Y | +44.9% | +3.2% | +41.6% | +39.8% |
| 3Y | +293.0% | +21.0% | +272.0% | +240.1% |
| 5Y | +497.7% | +37.9% | +459.7% | +365.5% |
| All | +990.2% | +194.8% | +795.4% | +405.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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