+351.3%
IBKR vs SW
-1.4%
+352.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.1% |
| 7D | +11.8% | -3.0% | +14.8% | +12.4% |
| 30D | -7.0% | +4.2% | -11.2% | -7.8% |
| 3M | -11.2% | -11.5% | +0.3% | -9.5% |
| 6M | -3.7% | +8.6% | -12.3% | -5.5% |
| YTD | +26.8% | +15.0% | +11.9% | +23.0% |
| 1Y | +12.3% | +25.7% | -13.3% | +7.5% |
| 3Y | +301.2% | +44.8% | +256.4% | +283.7% |
| All | +351.3% | -1.4% | +352.7% | +335.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling