+10.6%
IBKR vs W
+21.5%
-10.8%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.0% | -10.5% | -1.5% |
| 7D | -6.8% | +8.4% | -15.1% | -8.3% |
| 30D | -12.5% | +16.5% | -29.1% | -15.2% |
| 3M | -12.0% | +6.4% | -18.5% | -13.5% |
| 6M | -4.5% | +90.5% | -95.0% | -19.1% |
| YTD | +21.5% | +23.1% | -1.6% | +13.2% |
| 1Y | +10.6% | +24.3% | -13.6% | +2.8% |
| All | +10.6% | +21.5% | -10.8% | +2.8% |
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