+2,382.4%
IBKR vs NWSA
+121.1%
+2,261.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +21.7% |
| YTD | +42.5% | +13.6% | +28.9% | +33.0% |
| 1Y | +44.9% | +0.5% | +44.4% | +42.1% |
| 3Y | +293.0% | +43.8% | +249.3% | +229.0% |
| 5Y | +497.7% | +41.2% | +456.5% | +392.6% |
| 10Y | +1,004.4% | +148.6% | +855.8% | +565.3% |
| All | +2,382.4% | +121.1% | +2,261.4% | +1,436.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling