+218.5%
PWR vs IBKR
+291.8%
-73.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.2% | +3.0% | +4.2% |
| 7D | +4.2% | -1.3% | +5.5% | +4.8% |
| 30D | -4.0% | -0.2% | -3.8% | -4.4% |
| 3M | -4.8% | +3.0% | -7.7% | -6.6% |
| 6M | +14.6% | +33.9% | -19.2% | +0.1% |
| YTD | +54.2% | +42.5% | +11.7% | +30.0% |
| 1Y | +67.1% | +44.9% | +22.2% | +39.8% |
| 3Y | +218.5% | +293.0% | -74.6% | +82.9% |
| All | +218.5% | +291.8% | -73.4% | +82.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling