-99.9%
DFNS vs IBKR
+649.6%
-749.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.7% |
| 7D | -3.3% | -3.8% | +0.5% | -2.6% |
| 30D | -73.1% | -0.3% | -72.8% | -72.9% |
| 3M | -71.4% | +4.8% | -76.2% | -71.0% |
| 6M | -93.8% | +30.8% | -124.6% | -94.0% |
| YTD | -98.0% | +39.5% | -137.5% | -98.1% |
| 1Y | -98.2% | +43.7% | -141.8% | -98.2% |
| 3Y | -99.9% | +284.7% | -384.5% | -99.9% |
| 5Y | -99.9% | +484.9% | -584.8% | -99.9% |
| All | -99.9% | +649.6% | -749.5% | -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 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