+353.8%
IBKR vs WM
+61.9%
+292.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +7.9% | +3.2% | +4.7% | +7.4% |
| 30D | -2.8% | +13.0% | -15.8% | -4.8% |
| 3M | -10.5% | +9.2% | -19.7% | -11.8% |
| 6M | -3.7% | +13.6% | -17.4% | -6.7% |
| YTD | +27.6% | +12.4% | +15.2% | +23.1% |
| 1Y | +22.5% | +21.2% | +1.3% | +15.1% |
| 3Y | +307.2% | +48.7% | +258.6% | +254.3% |
| All | +353.8% | +61.9% | +292.0% | +290.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling