+293.0%
IBKR vs SMTC
+579.3%
-286.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.1% | -2.9% | +1.3% |
| 7D | -1.3% | +13.1% | -14.4% | -3.5% |
| 30D | -0.2% | +19.5% | -19.7% | -3.8% |
| 3M | +3.0% | +2.2% | +0.7% | +0.6% |
| 6M | +33.9% | +94.9% | -61.0% | +14.8% |
| YTD | +42.5% | +127.0% | -84.4% | +18.7% |
| 1Y | +44.9% | +174.6% | -129.7% | +16.5% |
| 3Y | +293.0% | +615.9% | -322.9% | +178.2% |
| All | +293.0% | +579.3% | -286.3% | +178.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling