+386.7%
IBKR vs DOCS
-20.2%
+406.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.2% | +2.2% |
| 7D | +3.7% | 0.0% | +3.7% | +3.7% |
| 30D | -11.7% | +7.8% | -19.5% | -12.4% |
| 3M | -11.6% | +20.0% | -31.6% | -13.4% |
| 6M | -7.9% | +26.5% | -34.5% | -11.2% |
| YTD | +21.0% | -25.8% | +46.7% | +23.0% |
| 1Y | +10.4% | -39.5% | +49.9% | +14.7% |
| 3Y | +284.3% | +60.3% | +224.0% | +260.6% |
| 5Y | +336.6% | -57.0% | +393.6% | +338.6% |
| All | +386.7% | -20.2% | +406.9% | +388.4% |
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