+284.6%
IBKR vs D
+60.0%
+224.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -3.8% | -1.6% | -2.2% | -3.8% |
| 30D | -0.3% | -3.5% | +3.2% | -0.4% |
| 3M | +4.8% | -1.6% | +6.4% | +4.7% |
| 6M | +30.8% | +5.8% | +25.0% | +30.6% |
| YTD | +39.5% | +14.5% | +25.0% | +39.0% |
| 1Y | +43.7% | +14.2% | +29.5% | +43.3% |
| All | +284.6% | +60.0% | +224.6% | +273.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling