+854.9%
IBKR vs DOC
+23.6%
+831.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.1% | +6.5% | +6.4% |
| 7D | +5.9% | +1.0% | +4.9% | +5.7% |
| 30D | -6.1% | +8.1% | -14.3% | -8.0% |
| 3M | -8.0% | +0.9% | -8.9% | -8.4% |
| 6M | -2.7% | +6.3% | -9.0% | -4.6% |
| YTD | +28.7% | +33.8% | -5.1% | +18.6% |
| 1Y | +16.9% | +21.6% | -4.8% | +10.2% |
| 3Y | +306.9% | +53.4% | +253.5% | +254.6% |
| 5Y | +363.0% | -21.0% | +384.0% | +379.5% |
| 10Y | +854.9% | +22.5% | +832.4% | +785.7% |
| All | +854.9% | +23.6% | +831.3% | +785.7% |
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