+100.0%
DAL vs IBKR
+297.1%
-197.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -0.7% |
| 7D | +3.4% | +0.6% | +2.7% | +3.0% |
| 30D | -13.6% | +3.7% | -17.2% | -15.4% |
| 3M | +1.2% | +4.2% | -3.0% | -2.1% |
| 6M | +34.5% | +36.6% | -2.2% | +12.8% |
| YTD | +14.7% | +41.9% | -27.2% | -5.7% |
| 1Y | +29.2% | +49.5% | -20.2% | +3.2% |
| 3Y | +100.0% | +291.3% | -191.3% | +13.6% |
| All | +100.0% | +297.1% | -197.1% | +13.6% |
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