+1,456.7%
IBKR vs W
+170.7%
+1,286.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.6% |
| 7D | -3.8% | +0.5% | -4.3% | -3.9% |
| 30D | -0.3% | -5.6% | +5.3% | +0.3% |
| 3M | +4.8% | +41.9% | -37.1% | -0.4% |
| 6M | +30.8% | +30.2% | +0.6% | +25.0% |
| YTD | +39.5% | -2.9% | +42.4% | +37.6% |
| 1Y | +43.7% | +11.6% | +32.1% | +38.6% |
| 3Y | +284.7% | +37.0% | +247.7% | +242.5% |
| 5Y | +484.9% | -62.8% | +547.7% | +454.4% |
| 10Y | +980.8% | +155.2% | +825.6% | +625.6% |
| All | +1,456.7% | +170.7% | +1,286.0% | +924.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling