+503.6%
IBKR vs STLA
-62.8%
+566.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.3% | -0.1% | +1.6% |
| 7D | -1.3% | -2.9% | +1.5% | -0.6% |
| 30D | -0.2% | +0.9% | -1.2% | -0.6% |
| 3M | +3.0% | -21.6% | +24.6% | +9.3% |
| 6M | +33.9% | -21.6% | +55.5% | +41.5% |
| YTD | +42.5% | -50.4% | +92.9% | +67.8% |
| 1Y | +44.9% | -43.6% | +88.4% | +62.6% |
| 3Y | +293.0% | -66.4% | +359.4% | +381.9% |
| All | +503.6% | -62.8% | +566.4% | +584.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 5y: compounded portfolio wealth divided by compounded STLA 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…
5y analysis · Full analysis span regression · 6 months rolling