+1,428.5%
IBKR vs WY
+41.1%
+1,387.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.0% |
| 7D | -1.3% | -4.2% | +2.8% | +0.4% |
| 30D | -0.2% | -10.1% | +9.9% | +4.2% |
| 3M | +3.0% | -8.5% | +11.4% | +5.9% |
| 6M | +33.9% | -3.3% | +37.2% | +34.1% |
| YTD | +42.5% | -4.4% | +46.9% | +42.8% |
| 1Y | +44.9% | -11.5% | +56.3% | +49.5% |
| 3Y | +293.0% | -24.3% | +317.3% | +321.5% |
| 5Y | +497.7% | -21.3% | +519.0% | +517.7% |
| 10Y | +1,004.4% | +7.0% | +997.4% | +797.7% |
| All | +1,428.5% | +41.1% | +1,387.4% | +713.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling