+2,627.0%
IBKR vs DG
+551.9%
+2,075.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.8% |
| 7D | -3.8% | -6.3% | +2.5% | -2.8% |
| 30D | -0.3% | +2.4% | -2.7% | -0.8% |
| 3M | +4.8% | +12.4% | -7.6% | +2.3% |
| 6M | +30.8% | -14.9% | +45.7% | +33.4% |
| YTD | +39.5% | -6.1% | +45.5% | +40.0% |
| 1Y | +43.7% | +17.9% | +25.8% | +38.4% |
| 3Y | +284.7% | +3.1% | +281.5% | +266.4% |
| 5Y | +484.9% | -38.7% | +523.6% | +520.2% |
| 10Y | +980.8% | +99.6% | +881.2% | +750.3% |
| All | +2,627.0% | +551.9% | +2,075.1% | +1,585.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling