+1,410.3%
IBKR vs FFIV
+937.5%
+472.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.9% | -4.6% | -2.0% |
| 7D | +1.3% | +3.5% | -2.2% | +0.2% |
| 30D | -0.3% | -1.3% | +1.0% | 0.0% |
| 3M | +4.7% | +2.4% | +2.3% | +3.6% |
| 6M | +34.0% | +41.8% | -7.8% | +19.2% |
| YTD | +40.8% | +58.5% | -17.7% | +20.8% |
| 1Y | +45.7% | +24.3% | +21.4% | +34.2% |
| 3Y | +288.4% | +152.0% | +136.3% | +187.1% |
| 5Y | +487.2% | +99.1% | +388.0% | +358.6% |
| 10Y | +991.2% | +242.8% | +748.5% | +608.8% |
| All | +1,410.3% | +937.5% | +472.8% | +375.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling