+293.0%
IBKR vs DE
+74.6%
+218.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | -1.3% | -2.6% | +1.2% | -0.7% |
| 30D | -0.2% | +9.0% | -9.3% | -2.8% |
| 3M | +3.0% | +19.1% | -16.2% | -2.5% |
| 6M | +33.9% | +14.4% | +19.5% | +27.9% |
| YTD | +42.5% | +45.9% | -3.4% | +25.0% |
| 1Y | +44.9% | +43.6% | +1.3% | +27.4% |
| 3Y | +293.0% | +75.9% | +217.1% | +241.1% |
| All | +293.0% | +74.6% | +218.4% | +241.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling