+1,017.6%
IBKR vs SW
+147.8%
+869.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -0.5% |
| 7D | -3.3% | -5.1% | +1.8% | -2.6% |
| 30D | +4.5% | -4.6% | +9.1% | +5.1% |
| 3M | +6.5% | +9.4% | -2.9% | +5.0% |
| 6M | +34.2% | +3.5% | +30.7% | +33.0% |
| YTD | +44.5% | +22.0% | +22.4% | +40.3% |
| 1Y | +44.7% | +2.2% | +42.5% | +43.0% |
| 3Y | +306.7% | +19.6% | +287.1% | +293.9% |
| 5Y | +489.9% | -2.3% | +492.2% | +468.6% |
| All | +1,017.6% | +147.8% | +869.8% | +875.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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