+622.2%
IBKR vs DOW
-17.0%
+639.2%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.2% | +2.8% |
| 7D | -1.3% | -1.4% | 0.0% | -1.0% |
| 30D | -0.2% | -3.9% | +3.7% | +0.7% |
| 3M | +3.0% | -12.7% | +15.6% | +6.4% |
| 6M | +33.9% | -13.7% | +47.5% | +36.1% |
| YTD | +42.5% | +28.4% | +14.1% | +24.9% |
| 1Y | +44.9% | +21.8% | +23.1% | +28.3% |
| 3Y | +293.0% | -35.7% | +328.7% | +325.4% |
| 5Y | +497.7% | -36.8% | +534.5% | +542.2% |
| All | +622.2% | -17.0% | +639.2% | +492.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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