+411.2%
IBKR vs DOCN
+171.0%
+240.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -0.8% |
| 7D | -3.3% | +1.1% | -4.4% | -3.4% |
| 30D | +4.5% | -9.6% | +14.1% | +5.9% |
| 3M | +6.5% | -37.7% | +44.2% | +13.2% |
| 6M | +34.2% | +115.2% | -81.0% | +15.3% |
| YTD | +44.5% | +133.7% | -89.3% | +21.8% |
| 1Y | +44.7% | +250.2% | -205.5% | +14.1% |
| 3Y | +306.7% | +320.3% | -13.6% | +203.6% |
| 5Y | +489.9% | +53.1% | +436.8% | +358.5% |
| All | +411.2% | +171.0% | +240.2% | +294.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling