+1,395.9%
IBKR vs VFC
+5.8%
+1,390.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.4% |
| 7D | -3.8% | -3.3% | -0.5% | -2.8% |
| 30D | -0.3% | -14.0% | +13.7% | +4.6% |
| 3M | +4.8% | -22.6% | +27.3% | +12.8% |
| 6M | +30.8% | -24.7% | +55.5% | +41.3% |
| YTD | +39.5% | -29.0% | +68.4% | +53.3% |
| 1Y | +43.7% | -13.8% | +57.4% | +46.1% |
| 3Y | +284.7% | -28.2% | +312.9% | +254.5% |
| 5Y | +484.9% | -79.0% | +563.9% | +775.0% |
| 10Y | +980.8% | -69.2% | +1,050.1% | +1,119.5% |
| All | +1,395.9% | +5.8% | +1,390.2% | +660.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling