+503.6%
IBKR vs WAB
+221.8%
+281.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.6% |
| 7D | -1.3% | +0.1% | -1.5% | -1.4% |
| 30D | -0.2% | -4.1% | +3.8% | +2.3% |
| 3M | +3.0% | +8.2% | -5.2% | -2.6% |
| 6M | +33.9% | +15.4% | +18.5% | +21.0% |
| YTD | +42.5% | +33.1% | +9.4% | +17.6% |
| 1Y | +44.9% | +48.1% | -3.2% | +11.8% |
| 3Y | +293.0% | +167.7% | +125.3% | +110.8% |
| All | +503.6% | +221.8% | +281.9% | +184.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 5y: compounded portfolio wealth divided by compounded WAB 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…
5y analysis · Full analysis span regression · 6 months rolling