+1,395.9%
IBKR vs SMTC
+987.0%
+409.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +2.0% | -0.2% |
| 7D | -3.8% | +17.5% | -21.3% | -8.1% |
| 30D | -0.3% | +21.3% | -21.6% | -6.2% |
| 3M | +4.8% | +3.1% | +1.6% | +0.7% |
| 6M | +30.8% | +81.7% | -50.9% | +5.5% |
| YTD | +39.5% | +115.9% | -76.5% | +6.8% |
| 1Y | +43.7% | +157.8% | -114.2% | +3.9% |
| 3Y | +284.7% | +557.3% | -272.6% | +82.4% |
| 5Y | +484.9% | +114.7% | +370.2% | +274.5% |
| 10Y | +980.8% | +509.5% | +471.4% | +330.5% |
| All | +1,395.9% | +987.0% | +409.0% | +285.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling