+990.2%
IBKR vs D
+36.8%
+953.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.2% | +2.4% |
| 7D | -1.3% | -2.2% | +0.9% | -1.0% |
| 30D | -0.2% | -4.5% | +4.2% | +0.5% |
| 3M | +3.0% | -2.5% | +5.5% | +3.3% |
| 6M | +33.9% | +5.5% | +28.3% | +32.1% |
| YTD | +42.5% | +13.3% | +29.2% | +38.7% |
| 1Y | +44.9% | +11.8% | +33.0% | +41.2% |
| 3Y | +293.0% | +56.7% | +236.3% | +252.3% |
| 5Y | +497.7% | +4.3% | +493.4% | +485.7% |
| All | +990.2% | +36.8% | +953.4% | +976.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 10y: compounded portfolio wealth divided by compounded D 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…
10y analysis · Full analysis span regression · 6 months rolling