+470.8%
IBKR vs DOCS
-40.7%
+511.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.3% | +5.5% | -1.1% |
| 7D | +0.6% | -7.3% | +8.0% | +1.4% |
| 30D | +3.7% | -10.9% | +14.5% | +4.7% |
| 3M | +4.2% | +20.3% | -16.1% | +1.6% |
| 6M | +36.6% | -3.6% | +40.3% | +35.4% |
| YTD | +41.9% | -44.9% | +86.7% | +48.7% |
| 1Y | +49.5% | -64.9% | +114.4% | +64.2% |
| 3Y | +291.3% | +7.6% | +283.7% | +281.7% |
| 5Y | +492.7% | -74.0% | +566.6% | +516.0% |
| All | +470.8% | -40.7% | +511.5% | +490.4% |
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