+1,410.3%
IBKR vs STRL
+2,163.0%
-752.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.4% |
| 7D | +1.3% | +8.2% | -6.9% | -0.5% |
| 30D | -0.3% | -6.3% | +6.0% | +0.9% |
| 3M | +4.7% | -41.2% | +45.9% | +15.6% |
| 6M | +34.0% | +20.4% | +13.7% | +21.4% |
| YTD | +40.8% | +61.7% | -20.9% | +18.8% |
| 1Y | +45.7% | +72.7% | -27.0% | +20.2% |
| 3Y | +288.4% | +530.9% | -242.6% | +129.0% |
| 5Y | +487.2% | +2,125.4% | -1,638.2% | +156.0% |
| 10Y | +991.2% | +7,301.3% | -6,310.1% | +232.8% |
| All | +1,410.3% | +2,163.0% | -752.7% | +373.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling