+2,697.2%
IBKR vs STLA
+246.1%
+2,451.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.4% |
| 7D | +1.3% | +0.4% | +0.9% | +1.2% |
| 30D | -0.3% | -5.2% | +4.9% | +0.7% |
| 3M | +4.7% | -24.9% | +29.5% | +10.8% |
| 6M | +34.0% | -25.2% | +59.2% | +41.6% |
| YTD | +40.8% | -51.4% | +92.2% | +61.0% |
| 1Y | +45.7% | -40.7% | +86.4% | +58.5% |
| 3Y | +288.4% | -66.3% | +354.6% | +362.1% |
| 5Y | +487.2% | -63.2% | +550.4% | +574.2% |
| 10Y | +991.2% | +48.7% | +942.5% | +882.3% |
| All | +2,697.2% | +246.1% | +2,451.1% | +2,374.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling