+990.2%
IBKR vs IEF
+3.8%
+986.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +1.9% |
| 7D | -1.3% | -1.3% | 0.0% | -3.0% |
| 30D | -0.2% | -1.7% | +1.5% | -2.5% |
| 3M | +3.0% | -2.5% | +5.5% | -0.5% |
| 6M | +33.9% | -3.3% | +37.1% | +27.6% |
| YTD | +42.5% | -2.8% | +45.3% | +36.7% |
| 1Y | +44.9% | -2.7% | +47.6% | +39.3% |
| 3Y | +293.0% | +8.9% | +284.1% | +346.9% |
| 5Y | +497.7% | -9.4% | +507.1% | +376.1% |
| All | +990.2% | +3.8% | +986.4% | +1,116.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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