+1,428.5%
IBKR vs EFX
+406.4%
+1,022.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +1.9% |
| 7D | -1.3% | -4.5% | +3.2% | +0.6% |
| 30D | -0.2% | -6.1% | +5.9% | +2.0% |
| 3M | +3.0% | +6.2% | -3.3% | -1.7% |
| 6M | +33.9% | -11.2% | +45.1% | +37.6% |
| YTD | +42.5% | -21.4% | +63.9% | +53.0% |
| 1Y | +44.9% | -34.3% | +79.2% | +67.7% |
| 3Y | +293.0% | -12.5% | +305.5% | +274.5% |
| 5Y | +497.7% | -35.6% | +533.2% | +535.7% |
| 10Y | +1,004.4% | +41.8% | +962.6% | +566.1% |
| All | +1,428.5% | +406.4% | +1,022.2% | +227.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling