+117.1%
DDOG vs IBKR
+291.8%
-174.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -1.1% |
| 7D | +3.9% | -1.3% | +5.2% | +4.4% |
| 30D | -8.2% | -0.2% | -8.0% | -8.3% |
| 3M | -5.6% | +3.0% | -8.5% | -7.3% |
| 6M | +73.5% | +33.9% | +39.7% | +51.9% |
| YTD | +62.7% | +42.5% | +20.2% | +38.7% |
| 1Y | +59.0% | +44.9% | +14.1% | +33.9% |
| 3Y | +117.1% | +293.0% | -175.9% | +28.6% |
| All | +117.1% | +291.8% | -174.7% | +28.6% |
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