+265.0%
DIS vs IBKR
+1,343.5%
-1,078.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.5% | +0.4% |
| 7D | -1.1% | +0.6% | -1.7% | -1.4% |
| 30D | +0.1% | +3.7% | -3.5% | -1.6% |
| 3M | +7.1% | +4.2% | +2.8% | +4.1% |
| 6M | +4.3% | +36.6% | -32.4% | -9.0% |
| YTD | -6.9% | +41.9% | -48.8% | -20.4% |
| 1Y | -10.3% | +49.5% | -59.8% | -25.3% |
| 3Y | +32.8% | +291.3% | -258.5% | -26.9% |
| 5Y | -41.5% | +492.7% | -534.2% | -73.3% |
| 10Y | +21.2% | +994.0% | -972.8% | -59.0% |
| All | +265.0% | +1,343.5% | -1,078.4% | -16.2% |
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