+990.2%
IBKR vs DAR
+366.1%
+624.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +2.7% |
| 7D | -1.3% | -0.1% | -1.2% | -1.4% |
| 30D | -0.2% | +2.6% | -2.9% | -1.3% |
| 3M | +3.0% | +14.2% | -11.3% | -1.7% |
| 6M | +33.9% | +17.2% | +16.7% | +26.3% |
| YTD | +42.5% | +80.9% | -38.4% | +17.9% |
| 1Y | +44.9% | +104.0% | -59.1% | +14.7% |
| 3Y | +293.0% | +3.6% | +289.4% | +268.6% |
| 5Y | +497.7% | -7.8% | +505.4% | +458.4% |
| All | +990.2% | +366.1% | +624.1% | +424.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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