+966.9%
IBKR vs WM
+306.3%
+660.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.6% |
| 7D | -3.8% | -3.1% | -0.7% | -2.6% |
| 30D | -0.3% | -5.3% | +5.0% | +1.8% |
| 3M | +4.8% | -4.2% | +9.0% | +5.7% |
| 6M | +30.8% | -8.1% | +38.8% | +33.7% |
| YTD | +39.5% | -1.4% | +40.9% | +37.4% |
| 1Y | +43.7% | +0.2% | +43.4% | +39.8% |
| 3Y | +284.7% | +43.1% | +241.6% | +207.1% |
| 5Y | +484.9% | +49.8% | +435.1% | +346.8% |
| All | +966.9% | +306.3% | +660.6% | +391.5% |
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