+1,421.8%
IBKR vs WM
+845.0%
+576.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.5% |
| 7D | +0.6% | -0.9% | +1.5% | +1.2% |
| 30D | +3.7% | -4.3% | +8.0% | +6.0% |
| 3M | +4.2% | +0.8% | +3.5% | +2.6% |
| 6M | +36.6% | -10.8% | +47.4% | +42.6% |
| YTD | +41.9% | -0.1% | +41.9% | +38.6% |
| 1Y | +49.5% | +1.0% | +48.5% | +44.3% |
| 3Y | +291.3% | +45.1% | +246.2% | +200.2% |
| 5Y | +492.7% | +52.1% | +440.6% | +332.9% |
| 10Y | +994.0% | +302.9% | +691.0% | +321.4% |
| All | +1,421.8% | +845.0% | +576.9% | +198.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded WM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling