+874.7%
IBKR vs DOC
+15.7%
+858.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.6% | +4.1% |
| 7D | -1.4% | +6.5% | -7.9% | -2.9% |
| 30D | -13.6% | +9.2% | -22.7% | -15.5% |
| 3M | -11.8% | -2.5% | -9.3% | -11.4% |
| 6M | -12.7% | +7.1% | -19.8% | -14.6% |
| YTD | +18.3% | +33.0% | -14.7% | +9.3% |
| 1Y | +9.0% | +23.3% | -14.3% | +2.5% |
| 3Y | +281.2% | +44.9% | +236.2% | +237.7% |
| 5Y | +321.9% | -21.6% | +343.5% | +337.4% |
| All | +874.7% | +15.7% | +858.9% | +830.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling