+790.1%
IBKR vs USFD
+347.2%
+442.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +7.9% | +1.7% | +6.2% | +7.4% |
| 30D | -2.8% | +10.2% | -13.0% | -5.7% |
| 3M | -10.5% | -1.5% | -9.0% | -10.4% |
| 6M | -3.7% | +27.3% | -31.1% | -11.3% |
| YTD | +27.6% | +44.0% | -16.4% | +12.2% |
| 1Y | +22.5% | +50.4% | -27.8% | +6.3% |
| 3Y | +307.2% | +153.6% | +153.7% | +203.8% |
| 5Y | +357.7% | +219.0% | +138.7% | +214.8% |
| 10Y | +846.8% | +361.5% | +485.3% | +449.4% |
| All | +790.1% | +347.2% | +442.9% | +417.0% |
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