+990.2%
IBKR vs DE
+863.9%
+126.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | -1.3% | -2.6% | +1.2% | -0.3% |
| 30D | -0.2% | +9.0% | -9.3% | -4.2% |
| 3M | +3.0% | +19.1% | -16.2% | -5.2% |
| 6M | +33.9% | +14.4% | +19.5% | +24.8% |
| YTD | +42.5% | +45.9% | -3.4% | +18.2% |
| 1Y | +44.9% | +43.6% | +1.3% | +20.7% |
| 3Y | +293.0% | +75.9% | +217.1% | +192.8% |
| 5Y | +497.7% | +98.8% | +398.9% | +303.1% |
| All | +990.2% | +863.9% | +126.3% | +240.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling