+212.6%
IEFA vs IBKR
+2,869.1%
-2,656.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.4% |
| 7D | -1.6% | -1.3% | -0.2% | -1.2% |
| 30D | -1.5% | -0.2% | -1.3% | -1.6% |
| 3M | +3.4% | +3.0% | +0.5% | +2.1% |
| 6M | +9.5% | +33.9% | -24.4% | +0.5% |
| YTD | +13.0% | +42.5% | -29.5% | +1.7% |
| 1Y | +18.0% | +44.9% | -26.9% | +5.2% |
| 3Y | +65.4% | +293.0% | -227.6% | +7.4% |
| 5Y | +51.6% | +497.7% | -446.1% | -15.3% |
| 10Y | +146.7% | +1,004.4% | -857.7% | +10.7% |
| All | +212.6% | +2,869.1% | -2,656.6% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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