+1,449.5%
IBKR vs WM
+850.2%
+599.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | +0.3% |
| 7D | -3.3% | -0.3% | -3.0% | -3.1% |
| 30D | +4.5% | -2.4% | +6.8% | +5.6% |
| 3M | +6.5% | +0.4% | +6.1% | +4.9% |
| 6M | +34.2% | -9.5% | +43.7% | +39.0% |
| YTD | +44.5% | +0.5% | +44.0% | +40.7% |
| 1Y | +44.7% | -1.1% | +45.8% | +41.5% |
| 3Y | +306.7% | +46.0% | +260.7% | +210.8% |
| 5Y | +489.9% | +51.8% | +438.0% | +331.5% |
| 10Y | +1,019.5% | +307.5% | +712.0% | +328.4% |
| All | +1,449.5% | +850.2% | +599.2% | +202.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling