+990.2%
IBKR vs IWF
+422.7%
+567.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.5% |
| 7D | -1.3% | -0.9% | -0.4% | -0.5% |
| 30D | -0.2% | -1.7% | +1.5% | +1.5% |
| 3M | +3.0% | +0.7% | +2.3% | +2.3% |
| 6M | +33.9% | +8.6% | +25.3% | +25.1% |
| YTD | +42.5% | +3.5% | +39.0% | +39.2% |
| 1Y | +44.9% | +7.0% | +37.8% | +38.0% |
| 3Y | +293.0% | +76.3% | +216.7% | +150.2% |
| 5Y | +497.7% | +74.8% | +422.9% | +278.7% |
| All | +990.2% | +422.7% | +567.5% | +135.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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