+990.2%
IBKR vs W
+158.6%
+831.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.0% | +2.0% |
| 7D | -1.3% | -0.9% | -0.5% | -1.2% |
| 30D | -0.2% | -4.2% | +4.0% | +0.3% |
| 3M | +3.0% | +26.9% | -23.9% | -1.0% |
| 6M | +33.9% | +31.2% | +2.6% | +27.5% |
| YTD | +42.5% | -1.8% | +44.3% | +40.3% |
| 1Y | +44.9% | +9.3% | +35.5% | +39.9% |
| 3Y | +293.0% | +33.2% | +259.8% | +248.7% |
| 5Y | +497.7% | -62.4% | +560.1% | +467.4% |
| All | +990.2% | +158.6% | +831.6% | +553.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling