+44.7%
IBKR vs W
+25.7%
+19.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.8% |
| 7D | -3.3% | -4.2% | +0.9% | -2.6% |
| 30D | +4.5% | -7.6% | +12.0% | +5.7% |
| 3M | +6.5% | +37.2% | -30.7% | -0.5% |
| 6M | +34.2% | +26.3% | +7.9% | +26.4% |
| YTD | +44.5% | -1.0% | +45.4% | +39.8% |
| 1Y | +44.7% | +20.1% | +24.6% | +41.3% |
| All | +44.7% | +25.7% | +19.0% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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