+1,395.9%
IBKR vs WAB
+1,476.1%
-80.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -3.8% | -0.2% | -3.6% | -3.7% |
| 30D | -0.3% | -5.9% | +5.6% | +2.6% |
| 3M | +4.8% | +9.4% | -4.6% | -0.2% |
| 6M | +30.8% | +13.8% | +17.0% | +22.1% |
| YTD | +39.5% | +31.8% | +7.7% | +21.4% |
| 1Y | +43.7% | +48.5% | -4.9% | +18.2% |
| 3Y | +284.7% | +167.0% | +117.7% | +140.3% |
| 5Y | +484.9% | +222.3% | +262.6% | +232.5% |
| 10Y | +980.8% | +289.6% | +691.2% | +408.2% |
| All | +1,395.9% | +1,476.1% | -80.2% | +209.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling