+1,410.3%
IBKR vs DRI
+869.0%
+541.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.9% | -0.2% |
| 7D | +1.3% | -4.8% | +6.1% | +3.1% |
| 30D | -0.3% | -3.9% | +3.6% | +1.0% |
| 3M | +4.7% | +5.1% | -0.4% | +2.2% |
| 6M | +34.0% | +5.5% | +28.5% | +30.2% |
| YTD | +40.8% | +16.5% | +24.3% | +31.7% |
| 1Y | +45.7% | +2.0% | +43.7% | +42.4% |
| 3Y | +288.4% | +54.5% | +233.9% | +221.0% |
| 5Y | +487.2% | +66.6% | +420.6% | +366.1% |
| 10Y | +991.2% | +353.6% | +637.6% | +419.4% |
| All | +1,410.3% | +869.0% | +541.3% | +274.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling