+1,182.9%
WELL vs IBKR
+1,332.5%
-149.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | -1.1% | +1.3% | -2.4% | -1.5% |
| 30D | +0.7% | -0.3% | +1.1% | +0.5% |
| 3M | +14.5% | +4.7% | +9.8% | +11.9% |
| 6M | +14.4% | +34.0% | -19.6% | +2.8% |
| YTD | +28.5% | +40.8% | -12.3% | +12.8% |
| 1Y | +41.8% | +45.7% | -4.0% | +22.2% |
| 3Y | +202.8% | +288.4% | -85.5% | +80.0% |
| 5Y | +208.8% | +487.2% | -278.3% | +53.3% |
| 10Y | +356.5% | +991.2% | -634.7% | +68.9% |
| All | +1,182.9% | +1,332.5% | -149.6% | +208.0% |
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 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