+10.6%
IBKR vs USFD
+49.6%
-39.0%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.5% | -7.9% | +0.3% |
| 7D | -6.8% | +7.8% | -14.6% | -7.1% |
| 30D | -12.5% | +16.2% | -28.7% | -13.2% |
| 3M | -12.0% | +11.0% | -23.0% | -12.7% |
| 6M | -4.5% | +20.7% | -25.2% | -6.4% |
| YTD | +21.5% | +46.0% | -24.5% | +8.5% |
| 1Y | +10.6% | +49.8% | -39.2% | -2.5% |
| All | +10.6% | +49.6% | -39.0% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 1y: compounded portfolio wealth divided by compounded USFD 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…
1y analysis · Full analysis span regression · 6 months rolling