+990.2%
IBKR vs VFC
-69.1%
+1,059.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.4% | -2.2% | +1.1% |
| 7D | -1.3% | -1.4% | 0.0% | -1.0% |
| 30D | -0.2% | -9.0% | +8.7% | +2.1% |
| 3M | +3.0% | -24.2% | +27.1% | +9.8% |
| 6M | +33.9% | -18.5% | +52.4% | +39.6% |
| YTD | +42.5% | -25.9% | +68.4% | +52.1% |
| 1Y | +44.9% | -13.0% | +57.9% | +47.0% |
| 3Y | +293.0% | -20.3% | +313.3% | +263.1% |
| 5Y | +497.7% | -78.1% | +575.7% | +774.3% |
| All | +990.2% | -69.1% | +1,059.3% | +1,234.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 10y: compounded portfolio wealth divided by compounded VFC 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…
10y analysis · Full analysis span regression · 6 months rolling