+44.9%
IBKR vs NWSA
+3.0%
+41.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | -1.3% | -2.8% | +1.5% | -1.1% |
| 30D | -0.2% | +3.0% | -3.3% | -0.3% |
| 3M | +3.0% | +12.3% | -9.4% | +1.3% |
| 6M | +33.9% | +21.9% | +12.0% | +28.7% |
| YTD | +42.5% | +13.6% | +28.9% | +39.0% |
| 1Y | +44.9% | +0.5% | +44.4% | +43.6% |
| All | +44.9% | +3.0% | +41.9% | +43.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling