+489.1%
DDOG vs IBKR
+655.6%
-166.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.4% |
| 6M | +73.5% | +33.9% | +39.7% | +51.0% |
| YTD | +62.7% | +42.5% | +20.2% | +37.5% |
| 1Y | +59.0% | +44.9% | +14.1% | +32.7% |
| 3Y | +117.1% | +293.0% | -175.9% | +12.6% |
| 5Y | +61.3% | +497.7% | -436.4% | -31.7% |
| All | +489.1% | +655.6% | -166.5% | +130.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling