+44.9%
IBKR vs DGX
+32.7%
+12.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +2.5% |
| 7D | -1.3% | -0.9% | -0.5% | -1.5% |
| 30D | -0.2% | -1.2% | +0.9% | -0.4% |
| 3M | +3.0% | +15.8% | -12.8% | +6.5% |
| 6M | +33.9% | +18.2% | +15.7% | +39.1% |
| YTD | +42.5% | +37.2% | +5.3% | +48.1% |
| 1Y | +44.9% | +30.4% | +14.5% | +50.7% |
| All | +44.9% | +32.7% | +12.2% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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