+321.0%
WFC vs IBKR
+1,349.8%
-1,028.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.2% | -0.3% |
| 7D | +0.4% | -1.3% | +1.7% | +1.1% |
| 30D | +1.5% | -0.2% | +1.8% | +0.9% |
| 3M | +10.2% | +3.0% | +7.3% | +6.7% |
| 6M | +18.8% | +33.9% | -15.1% | -2.7% |
| YTD | -1.5% | +42.5% | -44.0% | -23.0% |
| 1Y | +13.5% | +44.9% | -31.3% | -13.1% |
| 3Y | +135.0% | +293.0% | -158.0% | -7.7% |
| 5Y | +130.1% | +497.7% | -367.6% | -33.3% |
| 10Y | +144.1% | +1,004.4% | -860.3% | -55.9% |
| All | +321.0% | +1,349.8% | -1,028.8% | -55.3% |
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