+1,428.5%
IBKR vs IWF
+920.8%
+507.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.4% |
| 7D | -1.3% | -0.9% | -0.4% | -0.4% |
| 30D | -0.2% | -1.7% | +1.5% | +1.6% |
| 3M | +3.0% | +0.7% | +2.3% | +2.2% |
| 6M | +33.9% | +8.6% | +25.3% | +24.2% |
| YTD | +42.5% | +3.5% | +39.0% | +38.8% |
| 1Y | +44.9% | +7.0% | +37.8% | +37.1% |
| 3Y | +293.0% | +76.3% | +216.7% | +132.5% |
| 5Y | +497.7% | +74.8% | +422.9% | +247.2% |
| 10Y | +1,004.4% | +420.5% | +583.9% | +98.9% |
| All | +1,428.5% | +920.8% | +507.8% | +30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling