+1,168.4%
IBKR vs DECK
+1,894.1%
-725.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.6% |
| 7D | -1.4% | +5.8% | -7.2% | -2.9% |
| 30D | -13.6% | +7.9% | -21.5% | -15.4% |
| 3M | -11.8% | -11.4% | -0.4% | -9.2% |
| 6M | -12.7% | -16.6% | +3.8% | -9.4% |
| YTD | +18.3% | -16.4% | +34.6% | +21.9% |
| 1Y | +9.0% | +8.6% | +0.3% | +4.5% |
| 3Y | +281.2% | -15.1% | +296.3% | +271.6% |
| 5Y | +321.9% | +22.9% | +299.0% | +261.1% |
| 10Y | +904.9% | +895.7% | +9.2% | +365.0% |
| All | +1,168.4% | +1,894.1% | -725.7% | +230.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling