+1,251.0%
DHR vs IBKR
+1,349.8%
-98.8%
-45.7%
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% | -0.8% |
| 7D | -3.6% | -1.3% | -2.3% | -3.3% |
| 30D | -2.7% | -0.2% | -2.5% | -2.8% |
| 3M | +10.9% | +3.0% | +8.0% | +9.2% |
| 6M | +3.0% | +33.9% | -30.8% | -5.8% |
| YTD | -12.2% | +42.5% | -54.7% | -21.4% |
| 1Y | +3.3% | +44.9% | -41.6% | -8.4% |
| 3Y | -8.2% | +293.0% | -301.2% | -40.4% |
| 5Y | -29.9% | +497.7% | -527.5% | -60.6% |
| 10Y | +208.5% | +1,004.4% | -795.9% | +37.2% |
| All | +1,251.0% | +1,349.8% | -98.8% | +342.6% |
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