+293.0%
IBKR vs VFC
-25.2%
+318.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.4% | -2.2% | +1.4% |
| 7D | -1.3% | -1.4% | 0.0% | -1.1% |
| 30D | -0.2% | -9.0% | +8.7% | +1.4% |
| 3M | +3.0% | -24.2% | +27.1% | +7.6% |
| 6M | +33.9% | -18.5% | +52.4% | +38.0% |
| YTD | +42.5% | -25.9% | +68.4% | +49.3% |
| 1Y | +44.9% | -13.0% | +57.9% | +47.3% |
| 3Y | +293.0% | -20.3% | +313.3% | +285.4% |
| All | +293.0% | -25.2% | +318.2% | +285.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling