+503.6%
IBKR vs WEC
+30.6%
+473.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -1.3% | -0.6% | -0.8% | -1.4% |
| 30D | -0.2% | -2.6% | +2.4% | -0.3% |
| 3M | +3.0% | -6.0% | +9.0% | +2.7% |
| 6M | +33.9% | -5.4% | +39.3% | +33.5% |
| YTD | +42.5% | +2.5% | +40.0% | +42.0% |
| 1Y | +44.9% | -0.7% | +45.6% | +44.3% |
| 3Y | +293.0% | +38.7% | +254.3% | +289.4% |
| All | +503.6% | +30.6% | +473.0% | +501.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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