+307.2%
IBKR vs STLD
+119.8%
+187.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +1.8% |
| 7D | +7.9% | +2.9% | +4.9% | +6.7% |
| 30D | -2.8% | -5.6% | +2.8% | -0.8% |
| 3M | -10.5% | -11.7% | +1.3% | -6.7% |
| 6M | -3.7% | -2.8% | -1.0% | -4.2% |
| YTD | +27.6% | +36.4% | -8.9% | +9.7% |
| 1Y | +22.5% | +50.0% | -27.5% | +1.4% |
| 3Y | +307.2% | +122.3% | +184.9% | +209.2% |
| All | +307.2% | +119.8% | +187.4% | +209.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling