+293.0%
IBKR vs IEF
+9.0%
+284.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.0% |
| 7D | -1.3% | -1.3% | 0.0% | -2.6% |
| 30D | -0.2% | -1.7% | +1.5% | -1.8% |
| 3M | +3.0% | -2.5% | +5.5% | +0.4% |
| 6M | +33.9% | -3.3% | +37.1% | +28.8% |
| YTD | +42.5% | -2.8% | +45.3% | +38.0% |
| 1Y | +44.9% | -2.7% | +47.6% | +40.6% |
| 3Y | +293.0% | +8.9% | +284.1% | +327.8% |
| All | +293.0% | +9.0% | +284.0% | +327.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling