+353.8%
IBKR vs USFD
+215.4%
+138.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +7.9% | +1.7% | +6.2% | +7.2% |
| 30D | -2.8% | +10.2% | -13.0% | -6.5% |
| 3M | -10.5% | -1.5% | -9.0% | -10.3% |
| 6M | -3.7% | +27.3% | -31.1% | -13.8% |
| YTD | +27.6% | +44.0% | -16.4% | +6.4% |
| 1Y | +22.5% | +50.4% | -27.8% | 0.0% |
| 3Y | +307.2% | +153.6% | +153.7% | +169.6% |
| All | +353.8% | +215.4% | +138.4% | +173.6% |
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