+990.2%
IBKR vs STLD
+1,131.4%
-141.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.0% | +1.8% |
| 7D | -1.3% | -0.9% | -0.4% | -1.0% |
| 30D | -0.2% | -8.9% | +8.7% | +2.7% |
| 3M | +3.0% | -14.0% | +17.0% | +7.6% |
| 6M | +33.9% | +30.8% | +3.0% | +20.5% |
| YTD | +42.5% | +42.3% | +0.2% | +24.4% |
| 1Y | +44.9% | +81.1% | -36.2% | +16.2% |
| 3Y | +293.0% | +149.2% | +143.8% | +177.1% |
| 5Y | +497.7% | +292.9% | +204.7% | +243.7% |
| All | +990.2% | +1,131.4% | -141.2% | +296.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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