+1,428.5%
IBKR vs IFF
+144.8%
+1,283.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.4% |
| 7D | -1.3% | -3.2% | +1.8% | 0.0% |
| 30D | -0.2% | -0.3% | +0.1% | -0.2% |
| 3M | +3.0% | +8.4% | -5.5% | -1.4% |
| 6M | +33.9% | +23.0% | +10.8% | +20.2% |
| YTD | +42.5% | +25.5% | +17.0% | +26.0% |
| 1Y | +44.9% | +29.1% | +15.8% | +25.7% |
| 3Y | +293.0% | +31.7% | +261.3% | +222.4% |
| 5Y | +497.7% | -35.2% | +532.9% | +559.9% |
| 10Y | +1,004.4% | -20.7% | +1,025.1% | +895.9% |
| All | +1,428.5% | +144.8% | +1,283.8% | +417.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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