+990.2%
IBKR vs WM
+303.9%
+686.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.4% |
| 7D | -1.3% | -2.5% | +1.2% | -0.3% |
| 30D | -0.2% | -5.7% | +5.5% | +2.1% |
| 3M | +3.0% | -2.4% | +5.4% | +3.0% |
| 6M | +33.9% | -9.0% | +42.8% | +37.4% |
| YTD | +42.5% | -2.0% | +44.5% | +40.8% |
| 1Y | +44.9% | -1.6% | +46.5% | +42.2% |
| 3Y | +293.0% | +41.3% | +251.7% | +215.6% |
| 5Y | +497.7% | +48.9% | +448.8% | +357.7% |
| All | +990.2% | +303.9% | +686.3% | +403.5% |
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