+293.0%
IBKR vs STRL
+546.4%
-253.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.4% | -3.2% | +1.0% |
| 7D | -1.3% | +5.0% | -6.4% | -2.4% |
| 30D | -0.2% | -6.9% | +6.7% | +1.1% |
| 3M | +3.0% | -39.1% | +42.0% | +12.7% |
| 6M | +33.9% | +21.5% | +12.4% | +19.6% |
| YTD | +42.5% | +66.9% | -24.4% | +16.6% |
| 1Y | +44.9% | +61.6% | -16.8% | +18.7% |
| 3Y | +293.0% | +560.0% | -267.0% | +150.5% |
| All | +293.0% | +546.4% | -253.4% | +150.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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