+990.2%
IBKR vs DTE
+137.8%
+852.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.6% |
| 7D | -1.3% | -2.6% | +1.2% | -0.6% |
| 30D | -0.2% | -4.4% | +4.2% | +1.1% |
| 3M | +3.0% | -8.3% | +11.3% | +5.3% |
| 6M | +33.9% | -8.1% | +41.9% | +36.3% |
| YTD | +42.5% | +4.4% | +38.1% | +38.9% |
| 1Y | +44.9% | +0.2% | +44.7% | +43.0% |
| 3Y | +293.0% | +42.6% | +250.4% | +239.0% |
| 5Y | +497.7% | +31.5% | +466.2% | +422.5% |
| All | +990.2% | +137.8% | +852.4% | +707.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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