+1,168.4%
IBKR vs DOC
+83.7%
+1,084.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.6% | +4.0% |
| 7D | -1.4% | +6.5% | -7.9% | -3.5% |
| 30D | -13.6% | +9.2% | -22.7% | -16.2% |
| 3M | -11.8% | -2.5% | -9.3% | -11.3% |
| 6M | -12.7% | +7.1% | -19.8% | -15.3% |
| YTD | +18.3% | +33.0% | -14.7% | +6.1% |
| 1Y | +9.0% | +23.3% | -14.3% | +0.2% |
| 3Y | +281.2% | +44.9% | +236.2% | +223.1% |
| 5Y | +321.9% | -21.6% | +343.5% | +336.3% |
| 10Y | +904.9% | +17.4% | +887.5% | +732.6% |
| All | +1,168.4% | +83.7% | +1,084.7% | +511.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling