+1,428.5%
IBKR vs DGX
+567.1%
+861.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.5% |
| 7D | -1.3% | -0.9% | -0.5% | -1.0% |
| 30D | -0.2% | -1.2% | +0.9% | +0.2% |
| 3M | +3.0% | +15.8% | -12.8% | -3.2% |
| 6M | +33.9% | +18.2% | +15.7% | +24.3% |
| YTD | +42.5% | +37.2% | +5.3% | +24.0% |
| 1Y | +44.9% | +30.4% | +14.5% | +28.3% |
| 3Y | +293.0% | +96.7% | +196.3% | +186.3% |
| 5Y | +497.7% | +67.2% | +430.5% | +357.5% |
| 10Y | +1,004.4% | +253.9% | +750.5% | +450.4% |
| All | +1,428.5% | +567.1% | +861.4% | +398.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling