+166.4%
IWM vs IBKR
+1,011.6%
-845.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.4% |
| 7D | -2.4% | -1.3% | -1.1% | -1.9% |
| 30D | -4.6% | -0.2% | -4.3% | -4.8% |
| 3M | -0.3% | +3.0% | -3.2% | -2.4% |
| 6M | +14.7% | +33.9% | -19.1% | +0.6% |
| YTD | +17.8% | +42.5% | -24.7% | +0.2% |
| 1Y | +21.2% | +44.9% | -23.6% | +1.9% |
| 3Y | +62.3% | +293.0% | -230.7% | -15.1% |
| 5Y | +38.7% | +497.7% | -458.9% | -42.1% |
| All | +166.4% | +1,011.6% | -845.3% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 10y: compounded portfolio wealth divided by compounded IBKR 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…
10y analysis · Full analysis span regression · 6 months rolling