+1,395.9%
IBKR vs DD
+174.6%
+1,221.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.7% |
| 7D | -3.8% | -2.9% | -0.9% | -2.6% |
| 30D | -0.3% | -11.5% | +11.2% | +5.0% |
| 3M | +4.8% | -5.4% | +10.2% | +7.3% |
| 6M | +30.8% | -6.9% | +37.7% | +34.6% |
| YTD | +39.5% | +6.9% | +32.6% | +35.2% |
| 1Y | +43.7% | +35.6% | +8.0% | +25.2% |
| 3Y | +284.7% | +42.5% | +242.1% | +220.2% |
| 5Y | +484.9% | +58.5% | +426.4% | +359.0% |
| 10Y | +980.8% | +65.7% | +915.1% | +671.3% |
| All | +1,395.9% | +174.6% | +1,221.4% | +736.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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