+1,428.5%
IBKR vs VEU
+160.8%
+1,267.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.1% | +1.3% |
| 7D | -1.3% | -1.4% | +0.1% | -0.1% |
| 30D | -0.2% | -0.4% | +0.2% | +0.3% |
| 3M | +3.0% | +2.5% | +0.4% | +1.0% |
| 6M | +33.9% | +11.1% | +22.7% | +23.1% |
| YTD | +42.5% | +16.5% | +26.0% | +26.3% |
| 1Y | +44.9% | +22.9% | +21.9% | +23.0% |
| 3Y | +293.0% | +73.4% | +219.6% | +150.5% |
| 5Y | +497.7% | +56.1% | +441.6% | +317.1% |
| 10Y | +1,004.4% | +153.0% | +851.4% | +427.9% |
| All | +1,428.5% | +160.8% | +1,267.8% | +541.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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