+351.4%
IBKR vs DOCN
+108.0%
+243.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.7% | +1.2% |
| 7D | +7.9% | +19.1% | -11.2% | +4.8% |
| 30D | -2.8% | -21.0% | +18.2% | +0.5% |
| 3M | -10.5% | -34.7% | +24.3% | -5.4% |
| 6M | -3.7% | -45.8% | +42.0% | +3.5% |
| YTD | +27.6% | +79.4% | -51.8% | +11.0% |
| 1Y | +22.5% | +91.0% | -68.5% | +5.6% |
| 3Y | +307.2% | +237.5% | +69.8% | +213.2% |
| 5Y | +357.7% | -30.4% | +388.1% | +271.2% |
| All | +351.4% | +108.0% | +243.4% | +259.3% |
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