+44.7%
IBKR vs FFIV
+25.9%
+18.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.2% |
| 7D | -3.3% | -1.0% | -2.3% | -2.9% |
| 30D | +4.5% | -5.1% | +9.5% | +6.2% |
| 3M | +6.5% | -4.5% | +10.9% | +8.1% |
| 6M | +34.2% | +36.5% | -2.3% | +20.4% |
| YTD | +44.5% | +53.0% | -8.5% | +25.4% |
| 1Y | +44.7% | +24.2% | +20.5% | +33.8% |
| All | +44.7% | +25.9% | +18.8% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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