+1,428.5%
IBKR vs DLR
+854.4%
+574.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.4% | +1.6% |
| 7D | -1.3% | +0.1% | -1.5% | -1.4% |
| 30D | -0.2% | -4.3% | +4.1% | +1.3% |
| 3M | +3.0% | +3.8% | -0.9% | +1.2% |
| 6M | +33.9% | +5.8% | +28.0% | +30.8% |
| YTD | +42.5% | +23.5% | +19.0% | +31.8% |
| 1Y | +44.9% | +11.1% | +33.8% | +38.9% |
| 3Y | +293.0% | +57.9% | +235.1% | +228.6% |
| 5Y | +497.7% | +44.0% | +453.7% | +399.7% |
| 10Y | +1,004.4% | +176.0% | +828.4% | +578.3% |
| All | +1,428.5% | +854.4% | +574.2% | +341.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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