+293.0%
IBKR vs DRI
+54.5%
+238.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.0% | +1.9% |
| 7D | -1.3% | -3.2% | +1.9% | -0.5% |
| 30D | -0.2% | -7.8% | +7.6% | +1.7% |
| 3M | +3.0% | +0.4% | +2.6% | +2.6% |
| 6M | +33.9% | +4.8% | +29.1% | +31.3% |
| YTD | +42.5% | +16.7% | +25.8% | +35.1% |
| 1Y | +44.9% | +1.5% | +43.4% | +42.8% |
| 3Y | +293.0% | +56.3% | +236.7% | +246.1% |
| All | +293.0% | +54.5% | +238.5% | +246.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 3y: compounded portfolio wealth divided by compounded DRI 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…
3y analysis · Full analysis span regression · 6 months rolling