+706.0%
IBKR vs SITM
+4,789.7%
-4,083.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.5% | -3.4% | +1.4% |
| 7D | -1.3% | +3.9% | -5.2% | -1.9% |
| 30D | -0.2% | -6.6% | +6.4% | +0.6% |
| 3M | +3.0% | -11.9% | +14.8% | +3.3% |
| 6M | +33.9% | +81.1% | -47.3% | +18.8% |
| YTD | +42.5% | +80.0% | -37.5% | +25.4% |
| 1Y | +44.9% | +145.8% | -101.0% | +20.5% |
| 3Y | +293.0% | +475.9% | -182.9% | +176.2% |
| 5Y | +497.7% | +189.2% | +308.4% | +327.3% |
| All | +706.0% | +4,789.7% | -4,083.7% | +305.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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