+612.6%
IBKR vs TW
+206.7%
+405.9%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.5% |
| 7D | -1.3% | -4.5% | +3.1% | +0.2% |
| 30D | -0.2% | -2.3% | +2.0% | +0.5% |
| 3M | +3.0% | +2.6% | +0.4% | +0.9% |
| 6M | +33.9% | -17.5% | +51.4% | +41.3% |
| YTD | +42.5% | -5.3% | +47.8% | +41.8% |
| 1Y | +44.9% | -14.8% | +59.6% | +49.9% |
| 3Y | +293.0% | +18.8% | +274.2% | +250.3% |
| 5Y | +497.7% | +20.7% | +476.9% | +419.1% |
| All | +612.6% | +206.7% | +405.9% | +350.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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