+398.3%
IBKR vs DOCN
+219.7%
+178.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.7% | -5.5% | -1.5% |
| 7D | +1.3% | +26.5% | -25.2% | -2.5% |
| 30D | -0.3% | +2.3% | -2.6% | -1.1% |
| 3M | +4.7% | -21.2% | +25.9% | +7.2% |
| 6M | +34.0% | +130.6% | -96.6% | +13.8% |
| YTD | +40.8% | +175.7% | -134.9% | +15.6% |
| 1Y | +45.7% | +286.6% | -240.8% | +13.0% |
| 3Y | +288.4% | +394.1% | -105.8% | +182.2% |
| 5Y | +487.2% | +92.1% | +395.1% | +343.9% |
| All | +398.3% | +219.7% | +178.6% | +274.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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