+288.3%
IBKR vs USFD
+149.2%
+139.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.5% | +4.7% | +1.1% |
| 7D | +1.3% | -7.0% | +8.3% | +3.8% |
| 30D | -0.3% | -10.3% | +10.0% | +3.4% |
| 3M | +4.7% | +9.2% | -4.5% | -0.3% |
| 6M | +34.0% | +7.4% | +26.6% | +28.1% |
| YTD | +40.8% | +29.4% | +11.4% | +19.9% |
| 1Y | +45.7% | +24.8% | +20.9% | +26.3% |
| All | +288.3% | +149.2% | +139.1% | +165.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling