+990.2%
IBKR vs IWD
+203.8%
+786.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.2% |
| 7D | -1.3% | -0.8% | -0.6% | -0.4% |
| 30D | -0.2% | -0.8% | +0.6% | +0.8% |
| 3M | +3.0% | +6.9% | -4.0% | -4.5% |
| 6M | +33.9% | +18.3% | +15.6% | +11.5% |
| YTD | +42.5% | +22.4% | +20.1% | +14.9% |
| 1Y | +44.9% | +27.4% | +17.4% | +12.1% |
| 3Y | +293.0% | +71.2% | +221.8% | +125.3% |
| 5Y | +497.7% | +75.7% | +421.9% | +234.8% |
| All | +990.2% | +203.8% | +786.4% | +228.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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