+293.0%
IBKR vs DG
+4.6%
+288.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +2.2% |
| 7D | -1.3% | -6.5% | +5.1% | -1.6% |
| 30D | -0.2% | +4.2% | -4.4% | -0.1% |
| 3M | +3.0% | +9.5% | -6.6% | +3.2% |
| 6M | +33.9% | -13.1% | +47.0% | +32.7% |
| YTD | +42.5% | -4.8% | +47.3% | +42.2% |
| 1Y | +44.9% | +20.6% | +24.3% | +47.0% |
| 3Y | +293.0% | +4.9% | +288.1% | +323.6% |
| All | +293.0% | +4.6% | +288.4% | +323.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling