+137.0%
EFA vs IBKR
+1,349.8%
-1,212.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.3% |
| 7D | -1.5% | -1.3% | -0.2% | -1.1% |
| 30D | -1.7% | -0.2% | -1.4% | -1.8% |
| 3M | +3.5% | +3.0% | +0.5% | +1.8% |
| 6M | +9.5% | +33.9% | -24.4% | -1.4% |
| YTD | +12.9% | +42.5% | -29.6% | -0.9% |
| 1Y | +18.2% | +44.9% | -26.7% | +2.5% |
| 3Y | +64.8% | +293.0% | -228.2% | -2.6% |
| 5Y | +53.9% | +497.7% | -443.8% | -23.9% |
| 10Y | +144.8% | +1,004.4% | -859.6% | -10.0% |
| All | +137.0% | +1,349.8% | -1,212.8% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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