+1,395.9%
IBKR vs DPZ
+2,034.7%
-638.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.6% |
| 7D | -3.8% | -8.6% | +4.8% | -1.5% |
| 30D | -0.3% | -11.2% | +10.9% | +2.8% |
| 3M | +4.8% | +1.4% | +3.4% | +3.5% |
| 6M | +30.8% | -19.9% | +50.7% | +37.3% |
| YTD | +39.5% | -23.0% | +62.5% | +47.7% |
| 1Y | +43.7% | -28.2% | +71.9% | +54.7% |
| 3Y | +284.7% | -14.2% | +298.9% | +288.0% |
| 5Y | +484.9% | -33.4% | +518.3% | +521.0% |
| 10Y | +980.8% | +143.8% | +837.0% | +623.0% |
| All | +1,395.9% | +2,034.7% | -638.7% | +257.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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