+1,080.5%
IBKR vs SW
+722.5%
+358.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.2% | +4.3% |
| 7D | -1.4% | +2.3% | -3.7% | -1.6% |
| 30D | -13.6% | +6.8% | -20.4% | -14.1% |
| 3M | -11.8% | -5.2% | -6.6% | -11.4% |
| 6M | -12.7% | +7.4% | -20.1% | -13.5% |
| YTD | +18.3% | +17.4% | +0.9% | +16.2% |
| 1Y | +9.0% | +27.1% | -18.1% | +6.4% |
| 3Y | +281.2% | +47.9% | +233.3% | +268.2% |
| 5Y | +321.9% | -2.6% | +324.5% | +311.3% |
| 10Y | +904.9% | +182.7% | +722.2% | +802.7% |
| All | +1,080.5% | +722.5% | +358.0% | +1,160.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling