+413.2%
IBKR vs DOCS
-19.0%
+432.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.1% | +0.5% |
| 7D | +7.9% | +2.6% | +5.3% | +7.6% |
| 30D | -2.8% | +11.4% | -14.2% | -3.8% |
| 3M | -10.5% | +25.4% | -35.8% | -12.6% |
| 6M | -3.7% | +42.5% | -46.3% | -8.3% |
| YTD | +27.6% | -24.7% | +52.3% | +29.5% |
| 1Y | +22.5% | -32.9% | +55.5% | +25.9% |
| 3Y | +307.2% | +39.6% | +267.6% | +287.2% |
| 5Y | +357.7% | -54.6% | +412.3% | +358.7% |
| All | +413.2% | -19.0% | +432.2% | +414.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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