+355.1%
IBKR vs DECK
+19.2%
+335.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +2.9% | -0.2% |
| 7D | +11.8% | -3.7% | +15.5% | +12.9% |
| 30D | -7.0% | +0.6% | -7.6% | -7.4% |
| 3M | -11.2% | -7.3% | -3.9% | -9.6% |
| 6M | -3.7% | -10.9% | +7.2% | -1.7% |
| YTD | +26.8% | -18.5% | +45.3% | +31.8% |
| 1Y | +12.3% | +0.2% | +12.2% | +9.6% |
| 3Y | +301.2% | -19.8% | +321.1% | +282.8% |
| 5Y | +355.1% | +18.7% | +336.4% | +238.4% |
| All | +355.1% | +19.2% | +335.9% | +238.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 5y: compounded portfolio wealth divided by compounded DECK 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…
5y analysis · Full analysis span regression · 6 months rolling