+1,428.5%
IBKR vs EFV
+127.1%
+1,301.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.3% |
| 7D | -1.3% | -0.8% | -0.5% | -0.7% |
| 30D | -0.2% | +0.6% | -0.9% | -0.6% |
| 3M | +3.0% | +7.5% | -4.6% | -2.7% |
| 6M | +33.9% | +13.0% | +20.8% | +22.0% |
| YTD | +42.5% | +18.3% | +24.2% | +25.4% |
| 1Y | +44.9% | +26.7% | +18.1% | +20.8% |
| 3Y | +293.0% | +89.6% | +203.4% | +137.3% |
| 5Y | +497.7% | +98.2% | +399.4% | +249.4% |
| 10Y | +1,004.4% | +167.4% | +837.0% | +415.9% |
| All | +1,428.5% | +127.1% | +1,301.5% | +620.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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