+354.2%
IWM vs IBKR
+1,332.5%
-978.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.1% |
| 7D | -1.1% | +1.3% | -2.4% | -1.7% |
| 30D | -3.1% | -0.3% | -2.8% | -3.3% |
| 3M | +2.2% | +4.7% | -2.5% | -0.7% |
| 6M | +15.1% | +34.0% | -19.0% | +0.2% |
| YTD | +18.6% | +40.8% | -22.2% | +0.6% |
| 1Y | +24.0% | +45.7% | -21.8% | +3.1% |
| 3Y | +63.7% | +288.4% | -224.6% | -15.1% |
| 5Y | +38.2% | +487.2% | -449.0% | -42.0% |
| 10Y | +171.7% | +991.2% | -819.5% | -18.2% |
| All | +354.2% | +1,332.5% | -978.3% | -7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling