+198.3%
WELL vs IBKR
+291.8%
-93.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.1% |
| 7D | -0.2% | -1.3% | +1.1% | -0.2% |
| 30D | +2.3% | -0.2% | +2.5% | +2.3% |
| 3M | +12.3% | +3.0% | +9.3% | +11.8% |
| 6M | +15.6% | +33.9% | -18.3% | +12.7% |
| YTD | +28.3% | +42.5% | -14.2% | +24.1% |
| 1Y | +41.9% | +44.9% | -2.9% | +36.6% |
| 3Y | +198.3% | +293.0% | -94.7% | +168.0% |
| All | +198.3% | +291.8% | -93.5% | +168.0% |
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