+45.7%
IBKR vs DOCS
-65.3%
+111.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.7% |
| 7D | +1.3% | -8.1% | +9.4% | +1.9% |
| 30D | -0.3% | -5.6% | +5.3% | 0.0% |
| 3M | +4.7% | +18.3% | -13.6% | +2.6% |
| 6M | +34.0% | -5.1% | +39.1% | +33.6% |
| YTD | +40.8% | -45.4% | +86.2% | +55.1% |
| 1Y | +45.7% | -65.2% | +110.9% | +87.9% |
| All | +45.7% | -65.3% | +111.1% | +87.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling