+503.6%
IBKR vs DKS
+14.7%
+488.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +1.7% |
| 7D | -1.3% | -2.0% | +0.7% | -1.0% |
| 30D | -0.2% | -32.7% | +32.5% | +6.6% |
| 3M | +3.0% | -38.8% | +41.7% | +12.2% |
| 6M | +33.9% | -29.4% | +63.3% | +40.5% |
| YTD | +42.5% | -30.3% | +72.8% | +49.9% |
| 1Y | +44.9% | -39.6% | +84.5% | +57.0% |
| 3Y | +293.0% | +32.2% | +260.8% | +246.1% |
| All | +503.6% | +14.7% | +488.9% | +416.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 5y: compounded portfolio wealth divided by compounded DKS 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…
5y analysis · Full analysis span regression · 6 months rolling