+293.0%
IBKR vs EFX
-12.2%
+305.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.1% |
| 7D | -1.3% | -4.5% | +3.2% | -0.6% |
| 30D | -0.2% | -6.1% | +5.9% | +0.6% |
| 3M | +3.0% | +6.2% | -3.3% | +0.9% |
| 6M | +33.9% | -11.2% | +45.1% | +36.0% |
| YTD | +42.5% | -21.4% | +63.9% | +47.9% |
| 1Y | +44.9% | -34.3% | +79.2% | +55.6% |
| 3Y | +293.0% | -12.5% | +305.5% | +295.1% |
| All | +293.0% | -12.2% | +305.2% | +295.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling