+44.9%
IBKR vs DG
+19.2%
+25.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +2.0% |
| 7D | -1.3% | -6.5% | +5.1% | -0.6% |
| 30D | -0.2% | +4.2% | -4.4% | -0.9% |
| 3M | +3.0% | +9.5% | -6.6% | +0.7% |
| 6M | +33.9% | -13.1% | +47.0% | +35.8% |
| YTD | +42.5% | -4.8% | +47.3% | +43.3% |
| 1Y | +44.9% | +20.6% | +24.3% | +41.4% |
| All | +44.9% | +19.2% | +25.7% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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