+44.9%
IBKR vs STT
+78.9%
-34.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.2% |
| 7D | -1.3% | -0.4% | -0.9% | -0.9% |
| 30D | -0.2% | +1.7% | -2.0% | -1.7% |
| 3M | +3.0% | +17.9% | -15.0% | -10.7% |
| 6M | +33.9% | +55.3% | -21.4% | -10.1% |
| YTD | +42.5% | +52.7% | -10.2% | -3.4% |
| 1Y | +44.9% | +75.7% | -30.8% | -13.2% |
| All | +44.9% | +78.9% | -34.1% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 1y: compounded portfolio wealth divided by compounded STT 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…
1y analysis · Full analysis span regression · 6 months rolling