-99.9%
DFNS vs IBKR
+291.8%
-391.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.7% | -3.3% |
| 7D | -6.3% | -1.3% | -5.0% | -5.9% |
| 30D | -74.0% | -0.2% | -73.7% | -73.7% |
| 3M | -70.1% | +3.0% | -73.1% | -69.4% |
| 6M | -93.9% | +33.9% | -127.8% | -94.2% |
| YTD | -98.1% | +42.5% | -140.6% | -98.2% |
| 1Y | -98.3% | +44.9% | -143.2% | -98.3% |
| 3Y | -99.9% | +293.0% | -392.9% | -99.9% |
| All | -99.9% | +291.8% | -391.7% | -99.9% |
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