+1,449.5%
IBKR vs DOC
+85.3%
+1,364.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.5% | +0.2% |
| 7D | -3.3% | -1.5% | -1.8% | -2.8% |
| 30D | +4.5% | -4.8% | +9.2% | +6.1% |
| 3M | +6.5% | +6.9% | -0.4% | +3.8% |
| 6M | +34.2% | +20.7% | +13.5% | +24.8% |
| YTD | +44.5% | +34.1% | +10.3% | +29.5% |
| 1Y | +44.7% | +22.6% | +22.1% | +33.3% |
| 3Y | +306.7% | +20.8% | +285.9% | +267.2% |
| 5Y | +489.9% | -24.9% | +514.7% | +519.6% |
| 10Y | +1,019.5% | -1.8% | +1,021.3% | +892.4% |
| All | +1,449.5% | +85.3% | +1,364.2% | +646.0% |
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