+44.7%
IBKR vs EFX
-25.2%
+69.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.4% | +6.0% | -0.1% |
| 7D | -3.3% | -8.6% | +5.4% | -2.9% |
| 30D | +4.5% | +0.1% | +4.4% | +4.4% |
| 3M | +6.5% | +3.8% | +2.6% | +5.9% |
| 6M | +34.2% | -13.5% | +47.7% | +36.1% |
| YTD | +44.5% | -17.7% | +62.1% | +46.6% |
| 1Y | +44.7% | -25.6% | +70.3% | +43.5% |
| All | +44.7% | -25.2% | +69.9% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 1y: compounded portfolio wealth divided by compounded EFX 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…
1y analysis · Full analysis span regression · 6 months rolling