+481.1%
IBKR vs DOCS
-36.0%
+517.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | -0.1% |
| 7D | -3.3% | -1.4% | -1.9% | -3.1% |
| 30D | +4.5% | +21.8% | -17.4% | +1.8% |
| 3M | +6.5% | +27.3% | -20.8% | +3.2% |
| 6M | +34.2% | -0.3% | +34.5% | +32.6% |
| YTD | +44.5% | -40.5% | +84.9% | +50.2% |
| 1Y | +44.7% | -61.5% | +106.2% | +57.5% |
| 3Y | +306.7% | +8.2% | +298.6% | +296.3% |
| 5Y | +489.9% | -73.4% | +563.3% | +509.1% |
| All | +481.1% | -36.0% | +517.1% | +496.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling