+10.6%
IBKR vs DE
+49.6%
-39.0%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.3% |
| 7D | -6.8% | +5.6% | -12.4% | -7.4% |
| 30D | -12.5% | -0.8% | -11.7% | -12.4% |
| 3M | -12.0% | +9.8% | -21.9% | -13.3% |
| 6M | -4.5% | +17.5% | -22.1% | -7.0% |
| YTD | +21.5% | +46.5% | -25.0% | +15.4% |
| 1Y | +10.6% | +46.1% | -35.5% | +4.8% |
| All | +10.6% | +49.6% | -39.0% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 1y: compounded portfolio wealth divided by compounded DE 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…
1y analysis · Full analysis span regression · 6 months rolling