+503.6%
IBKR vs IWD
+74.6%
+429.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.1% |
| 7D | -1.3% | -0.8% | -0.6% | -0.3% |
| 30D | -0.2% | -0.8% | +0.6% | +0.9% |
| 3M | +3.0% | +6.9% | -4.0% | -5.4% |
| 6M | +33.9% | +18.3% | +15.6% | +8.8% |
| YTD | +42.5% | +22.4% | +20.1% | +11.8% |
| 1Y | +44.9% | +27.4% | +17.4% | +8.7% |
| 3Y | +293.0% | +71.2% | +221.8% | +116.7% |
| All | +503.6% | +74.6% | +429.0% | +234.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling