+1,410.3%
IBKR vs DAR
+776.8%
+633.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | +1.3% | -0.2% | +1.5% | +1.3% |
| 30D | -0.3% | +7.4% | -7.8% | -2.7% |
| 3M | +4.7% | +15.7% | -11.0% | -0.3% |
| 6M | +34.0% | +30.0% | +4.0% | +23.0% |
| YTD | +40.8% | +87.5% | -46.7% | +16.2% |
| 1Y | +45.7% | +113.4% | -67.6% | +15.1% |
| 3Y | +288.4% | +15.3% | +273.1% | +250.4% |
| 5Y | +487.2% | -4.3% | +491.5% | +442.0% |
| 10Y | +991.2% | +380.2% | +611.1% | +488.3% |
| All | +1,410.3% | +776.8% | +633.6% | +423.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling