+990.2%
IBKR vs NWSA
+149.4%
+840.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | -1.3% | -2.8% | +1.5% | -0.2% |
| 30D | -0.2% | +3.0% | -3.3% | -1.5% |
| 3M | +3.0% | +12.3% | -9.4% | -2.7% |
| 6M | +33.9% | +21.9% | +12.0% | +21.6% |
| YTD | +42.5% | +13.6% | +28.9% | +32.9% |
| 1Y | +44.9% | +0.5% | +44.4% | +42.2% |
| 3Y | +293.0% | +43.8% | +249.3% | +228.5% |
| 5Y | +497.7% | +41.2% | +456.5% | +391.7% |
| All | +990.2% | +149.4% | +840.8% | +566.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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