+355.1%
IBKR vs DOC
-22.3%
+377.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.1% |
| 7D | +11.8% | 0.0% | +11.8% | +11.8% |
| 30D | -7.0% | +6.6% | -13.6% | -8.3% |
| 3M | -11.2% | -1.1% | -10.1% | -11.0% |
| 6M | -3.7% | +4.8% | -8.5% | -5.0% |
| YTD | +26.8% | +32.1% | -5.2% | +18.4% |
| 1Y | +12.3% | +21.9% | -9.5% | +6.7% |
| 3Y | +301.2% | +51.4% | +249.8% | +253.8% |
| 5Y | +355.1% | -21.2% | +376.3% | +407.4% |
| All | +355.1% | -22.3% | +377.4% | +407.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling