+1,410.3%
IBKR vs IWD
+347.0%
+1,063.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.2% |
| 7D | +1.3% | -1.2% | +2.5% | +2.6% |
| 30D | -0.3% | -1.6% | +1.3% | +1.4% |
| 3M | +4.7% | +7.0% | -2.3% | -2.4% |
| 6M | +34.0% | +17.0% | +17.1% | +14.4% |
| YTD | +40.8% | +21.6% | +19.2% | +16.0% |
| 1Y | +45.7% | +28.0% | +17.7% | +14.3% |
| 3Y | +288.4% | +70.6% | +217.8% | +130.7% |
| 5Y | +487.2% | +73.3% | +413.8% | +244.7% |
| 10Y | +991.2% | +200.5% | +790.7% | +272.7% |
| All | +1,410.3% | +347.0% | +1,063.3% | +225.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling