+503.6%
IBKR vs USFD
+192.2%
+311.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.5% |
| 7D | -1.3% | -8.4% | +7.0% | +1.9% |
| 30D | -0.2% | -14.1% | +13.8% | +5.5% |
| 3M | +3.0% | +4.5% | -1.6% | 0.0% |
| 6M | +33.9% | +4.4% | +29.5% | +29.6% |
| YTD | +42.5% | +26.6% | +15.9% | +25.1% |
| 1Y | +44.9% | +19.4% | +25.5% | +30.3% |
| 3Y | +293.0% | +144.6% | +148.4% | +163.0% |
| All | +503.6% | +192.2% | +311.4% | +263.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling