+293.0%
IBKR vs USFR
+14.1%
+278.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | -1.3% | +0.1% | -1.5% | -1.2% |
| 30D | -0.2% | +0.4% | -0.6% | +0.2% |
| 3M | +3.0% | +1.0% | +1.9% | +4.8% |
| 6M | +33.9% | +2.0% | +31.9% | +38.2% |
| YTD | +42.5% | +2.8% | +39.7% | +47.8% |
| 1Y | +44.9% | +4.1% | +40.8% | +51.3% |
| 3Y | +293.0% | +14.1% | +278.9% | +291.4% |
| All | +293.0% | +14.1% | +278.9% | +291.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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