+1,428.5%
IBKR vs DVA
+559.6%
+869.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.1% |
| 7D | -1.3% | -1.3% | 0.0% | -1.0% |
| 30D | -0.2% | 0.0% | -0.3% | -0.3% |
| 3M | +3.0% | -10.9% | +13.9% | +5.3% |
| 6M | +33.9% | +17.3% | +16.6% | +25.3% |
| YTD | +42.5% | +59.8% | -17.3% | +19.8% |
| 1Y | +44.9% | +36.3% | +8.6% | +27.5% |
| 3Y | +293.0% | +88.6% | +204.4% | +199.1% |
| 5Y | +497.7% | +47.5% | +450.1% | +374.2% |
| 10Y | +1,004.4% | +185.2% | +819.2% | +526.6% |
| All | +1,428.5% | +559.6% | +869.0% | +426.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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