+990.2%
IBKR vs USFD
+307.1%
+683.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.4% |
| 7D | -1.3% | -8.4% | +7.0% | +1.2% |
| 30D | -0.2% | -14.1% | +13.8% | +4.2% |
| 3M | +3.0% | +4.5% | -1.6% | +0.9% |
| 6M | +33.9% | +4.4% | +29.5% | +30.9% |
| YTD | +42.5% | +26.6% | +15.9% | +30.4% |
| 1Y | +44.9% | +19.4% | +25.5% | +34.8% |
| 3Y | +293.0% | +144.6% | +148.4% | +196.0% |
| 5Y | +497.7% | +194.5% | +303.1% | +320.5% |
| All | +990.2% | +307.1% | +683.1% | +529.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling