+649.0%
IBKR vs DT
+100.3%
+548.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.3% |
| 7D | -1.3% | -1.6% | +0.2% | -1.0% |
| 30D | -0.2% | +3.0% | -3.3% | -1.0% |
| 3M | +3.0% | +26.5% | -23.6% | -3.2% |
| 6M | +33.9% | +35.9% | -2.1% | +22.6% |
| YTD | +42.5% | +17.8% | +24.7% | +34.7% |
| 1Y | +44.9% | +4.1% | +40.8% | +41.1% |
| 3Y | +293.0% | +5.3% | +287.7% | +278.7% |
| 5Y | +497.7% | -27.2% | +524.8% | +490.6% |
| All | +649.0% | +100.3% | +548.7% | +467.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling