+990.2%
IBKR vs FFIV
+249.4%
+740.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.3% | -1.1% | +0.8% |
| 7D | -1.3% | +5.4% | -6.8% | -3.6% |
| 30D | -0.2% | -2.7% | +2.4% | +0.7% |
| 3M | +3.0% | +4.5% | -1.6% | +0.6% |
| 6M | +33.9% | +42.2% | -8.3% | +14.0% |
| YTD | +42.5% | +61.3% | -18.8% | +14.7% |
| 1Y | +44.9% | +23.0% | +21.8% | +30.0% |
| 3Y | +293.0% | +156.3% | +136.7% | +159.1% |
| 5Y | +497.7% | +102.9% | +394.8% | +324.0% |
| All | +990.2% | +249.4% | +740.8% | +509.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling