+129.3%
DAL vs IBKR
+987.9%
-858.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.3% | -0.1% |
| 7D | -0.6% | -3.8% | +3.2% | +1.4% |
| 30D | -13.5% | -0.3% | -13.2% | -13.7% |
| 3M | +2.6% | +4.8% | -2.2% | -1.4% |
| 6M | +32.7% | +30.8% | +1.9% | +12.5% |
| YTD | +13.6% | +39.5% | -25.8% | -7.3% |
| 1Y | +28.8% | +43.7% | -14.8% | +2.9% |
| 3Y | +98.2% | +284.7% | -186.5% | -11.6% |
| 5Y | +105.9% | +484.9% | -379.0% | -29.4% |
| All | +129.3% | +987.9% | -858.6% | -45.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling