+161.0%
DAL vs IBKR
+304.9%
-143.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.6% |
| 7D | -1.1% | +7.9% | -9.0% | -4.6% |
| 30D | +12.8% | -2.8% | +15.6% | +13.9% |
| 3M | -5.3% | -10.5% | +5.2% | -1.1% |
| 6M | +22.4% | -3.7% | +26.1% | +21.9% |
| YTD | +25.6% | +27.6% | -2.0% | +8.2% |
| 1Y | +45.5% | +22.5% | +23.0% | +27.7% |
| 3Y | +161.0% | +307.2% | -146.3% | +66.2% |
| All | +161.0% | +304.9% | -143.9% | +66.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling