+890.0%
IBKR vs USFD
+325.1%
+564.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.5% |
| 7D | +0.6% | -3.3% | +4.0% | +1.6% |
| 30D | +3.7% | -5.3% | +9.0% | +5.3% |
| 3M | +4.2% | +18.8% | -14.5% | -1.6% |
| 6M | +36.6% | +14.3% | +22.4% | +30.2% |
| YTD | +41.9% | +36.9% | +5.0% | +27.0% |
| 1Y | +49.5% | +31.7% | +17.8% | +35.2% |
| 3Y | +291.3% | +164.5% | +126.9% | +188.9% |
| 5Y | +492.7% | +212.6% | +280.1% | +311.1% |
| 10Y | +994.0% | +329.7% | +664.3% | +544.0% |
| All | +890.0% | +325.1% | +564.9% | +485.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling