-28.0%
DHR vs IBKR
+495.5%
-523.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.6% |
| 7D | -3.6% | -1.3% | -2.3% | -3.4% |
| 30D | -2.7% | -0.2% | -2.5% | -2.8% |
| 3M | +10.9% | +3.0% | +8.0% | +9.6% |
| 6M | +3.0% | +33.9% | -30.8% | -4.0% |
| YTD | -12.2% | +42.5% | -54.7% | -19.5% |
| 1Y | +3.3% | +44.9% | -41.6% | -6.2% |
| 3Y | -8.2% | +293.0% | -301.2% | -36.6% |
| All | -28.0% | +495.5% | -523.5% | -56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling