+2.0%
IBKR vs VWO
+1.8%
+0.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.6% | -3.0% | -1.6% |
| 7D | -11.1% | -4.2% | -6.9% | -5.4% |
| 30D | -19.7% | -10.5% | -9.2% | -6.1% |
| 3M | -18.0% | -9.4% | -8.5% | -5.5% |
| 6M | -13.2% | -8.3% | -4.8% | -2.3% |
| YTD | +13.4% | +1.2% | +12.2% | +3.5% |
| 1Y | +2.0% | +1.2% | +0.7% | -5.9% |
| All | +2.0% | +1.8% | +0.2% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 1y: compounded portfolio wealth divided by compounded VWO 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…
1y analysis · Full analysis span regression · 6 months rolling