+990.2%
IBKR vs SMTC
+548.2%
+442.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.1% | -2.9% | +1.1% |
| 7D | -1.3% | +13.1% | -14.4% | -4.2% |
| 30D | -0.2% | +19.5% | -19.7% | -4.9% |
| 3M | +3.0% | +2.2% | +0.7% | -0.1% |
| 6M | +33.9% | +94.9% | -61.0% | +9.7% |
| YTD | +42.5% | +127.0% | -84.4% | +12.3% |
| 1Y | +44.9% | +174.6% | -129.7% | +8.5% |
| 3Y | +293.0% | +615.9% | -322.9% | +106.4% |
| 5Y | +497.7% | +125.6% | +372.0% | +322.4% |
| All | +990.2% | +548.2% | +442.0% | +426.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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