+885.6%
WMT vs IBKR
+1,349.8%
-464.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.8% | +1.0% |
| 7D | 0.0% | -1.3% | +1.4% | +0.2% |
| 30D | -7.4% | -0.2% | -7.2% | -7.5% |
| 3M | -10.9% | +3.0% | -13.8% | -11.7% |
| 6M | -12.7% | +33.9% | -46.5% | -17.2% |
| YTD | -3.2% | +42.5% | -45.7% | -9.4% |
| 1Y | +5.3% | +44.9% | -39.6% | -2.2% |
| 3Y | +101.9% | +293.0% | -191.1% | +57.0% |
| 5Y | +134.6% | +497.7% | -363.1% | +67.4% |
| 10Y | +440.4% | +1,004.4% | -564.0% | +234.8% |
| All | +885.6% | +1,349.8% | -464.2% | +421.0% |
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