+817.2%
IBKR vs WM
+330.8%
+486.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +7.9% | +3.2% | +4.7% | +6.6% |
| 30D | -2.8% | +13.0% | -15.8% | -7.7% |
| 3M | -10.5% | +9.2% | -19.7% | -14.0% |
| 6M | -3.7% | +13.6% | -17.4% | -10.0% |
| YTD | +27.6% | +12.4% | +15.2% | +18.8% |
| 1Y | +22.5% | +21.2% | +1.3% | +9.8% |
| 3Y | +307.2% | +48.7% | +258.6% | +223.3% |
| 5Y | +357.7% | +61.9% | +295.8% | +241.7% |
| All | +817.2% | +330.8% | +486.4% | +341.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling