+293.0%
IBKR vs WY
-24.8%
+317.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | -1.3% | -4.2% | +2.8% | -0.8% |
| 30D | -0.2% | -10.1% | +9.9% | +1.2% |
| 3M | +3.0% | -8.5% | +11.4% | +4.0% |
| 6M | +33.9% | -3.3% | +37.2% | +33.7% |
| YTD | +42.5% | -4.4% | +46.9% | +42.3% |
| 1Y | +44.9% | -11.5% | +56.3% | +46.8% |
| 3Y | +293.0% | -24.3% | +317.3% | +304.1% |
| All | +293.0% | -24.8% | +317.8% | +304.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 3y: compounded portfolio wealth divided by compounded WY 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…
3y analysis · Full analysis span regression · 6 months rolling