+44.9%
IBKR vs USFD
+22.2%
+22.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.2% |
| 7D | -1.3% | -8.4% | +7.0% | -1.1% |
| 30D | -0.2% | -14.1% | +13.8% | +0.1% |
| 3M | +3.0% | +4.5% | -1.6% | +1.6% |
| 6M | +33.9% | +4.4% | +29.5% | +32.1% |
| YTD | +42.5% | +26.6% | +15.9% | +31.0% |
| 1Y | +44.9% | +19.4% | +25.5% | +35.3% |
| All | +44.9% | +22.2% | +22.6% | +35.3% |
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