+10.6%
IBKR vs DT
-5.1%
+15.8%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +0.6% |
| 7D | -6.8% | -25.5% | +18.7% | -1.3% |
| 30D | -12.5% | -22.3% | +9.8% | -8.1% |
| 3M | -12.0% | +2.3% | -14.4% | -12.5% |
| 6M | -4.5% | +20.7% | -25.2% | -8.5% |
| YTD | +21.5% | +7.9% | +13.5% | +15.3% |
| 1Y | +10.6% | -5.7% | +16.4% | +8.6% |
| All | +10.6% | -5.1% | +15.8% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling