+44.9%
IBKR vs D
+13.5%
+31.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.2% | +2.0% |
| 7D | -1.3% | -2.2% | +0.9% | -1.8% |
| 30D | -0.2% | -4.5% | +4.2% | -1.1% |
| 3M | +3.0% | -2.5% | +5.5% | +2.3% |
| 6M | +33.9% | +5.5% | +28.3% | +34.3% |
| YTD | +42.5% | +13.3% | +29.2% | +45.7% |
| 1Y | +44.9% | +11.8% | +33.0% | +50.9% |
| All | +44.9% | +13.5% | +31.4% | +50.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling