+355.3%
IBKR vs DOCN
+110.0%
+245.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +9.6% | -3.3% | +4.8% |
| 7D | +5.9% | +3.7% | +2.2% | +5.2% |
| 30D | -6.1% | -33.7% | +27.5% | -0.4% |
| 3M | -8.0% | -27.9% | +19.9% | -4.3% |
| 6M | -2.7% | -46.4% | +43.8% | +4.8% |
| YTD | +28.7% | +81.1% | -52.5% | +11.9% |
| 1Y | +16.9% | +74.3% | -57.4% | +2.2% |
| 3Y | +306.9% | +245.8% | +61.1% | +212.0% |
| 5Y | +363.0% | -23.7% | +386.7% | +274.7% |
| All | +355.3% | +110.0% | +245.3% | +261.9% |
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