+484.9%
IBKR vs D
+3.9%
+481.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.2% |
| 3M | +4.8% | -1.6% | +6.4% | +4.8% |
| 6M | +30.8% | +5.8% | +25.0% | +30.3% |
| YTD | +39.5% | +14.5% | +25.0% | +38.3% |
| 1Y | +43.7% | +14.2% | +29.5% | +42.4% |
| 3Y | +284.7% | +59.0% | +225.7% | +269.4% |
| 5Y | +484.9% | +5.4% | +479.5% | +483.7% |
| All | +484.9% | +3.9% | +481.0% | +483.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling