+81.1%
IBKR vs WETO
-99.4%
+180.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.4% | +7.6% | +2.2% |
| 7D | -1.3% | -4.3% | +3.0% | -1.3% |
| 30D | -0.2% | -39.9% | +39.7% | 0.0% |
| 3M | +3.0% | -97.9% | +100.8% | +6.1% |
| 6M | +33.9% | -95.0% | +128.9% | +35.6% |
| YTD | +42.5% | -97.2% | +139.7% | +45.4% |
| 1Y | +44.9% | -98.9% | +143.8% | +49.8% |
| All | +81.1% | -99.4% | +180.5% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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