+1,428.5%
IBKR vs WU
-30.8%
+1,459.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.0% |
| 7D | -1.3% | -3.5% | +2.1% | 0.0% |
| 30D | -0.2% | -2.9% | +2.7% | +0.7% |
| 3M | +3.0% | -2.3% | +5.2% | +1.9% |
| 6M | +33.9% | -25.4% | +59.2% | +46.6% |
| YTD | +42.5% | -21.2% | +63.7% | +52.4% |
| 1Y | +44.9% | -8.9% | +53.7% | +44.8% |
| 3Y | +293.0% | -29.0% | +322.0% | +322.2% |
| 5Y | +497.7% | -50.7% | +548.4% | +627.1% |
| 10Y | +1,004.4% | -39.7% | +1,044.1% | +1,086.4% |
| All | +1,428.5% | -30.8% | +1,459.3% | +1,162.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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