+1,421.8%
IBKR vs D
+226.6%
+1,195.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.0% |
| 7D | +0.6% | +0.8% | -0.1% | +0.4% |
| 30D | +3.7% | -0.7% | +4.4% | +3.9% |
| 3M | +4.2% | +2.1% | +2.1% | +3.3% |
| 6M | +36.6% | +6.8% | +29.8% | +32.6% |
| YTD | +41.9% | +16.5% | +25.3% | +33.2% |
| 1Y | +49.5% | +19.2% | +30.3% | +38.8% |
| 3Y | +291.3% | +61.9% | +229.5% | +214.0% |
| 5Y | +492.7% | +6.5% | +486.1% | +453.4% |
| 10Y | +994.0% | +35.3% | +958.7% | +739.8% |
| All | +1,421.8% | +226.6% | +1,195.3% | +422.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling