+28.8%
DAL vs IBKR
+43.8%
-15.0%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.3% | -0.2% |
| 7D | -0.6% | -3.8% | +3.2% | +1.0% |
| 30D | -13.5% | -0.3% | -13.2% | -13.7% |
| 3M | +2.6% | +4.8% | -2.2% | -1.3% |
| 6M | +32.7% | +30.8% | +1.9% | +11.9% |
| YTD | +13.6% | +39.5% | -25.8% | -7.2% |
| 1Y | +28.8% | +43.7% | -14.8% | +4.5% |
| All | +28.8% | +43.8% | -15.0% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling