+293.0%
IBKR vs STT
+197.5%
+95.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.4% |
| 7D | -1.3% | -0.4% | -0.9% | -1.0% |
| 30D | -0.2% | +1.7% | -2.0% | -1.4% |
| 3M | +3.0% | +17.9% | -15.0% | -8.6% |
| 6M | +33.9% | +55.3% | -21.4% | -3.0% |
| YTD | +42.5% | +52.7% | -10.2% | +4.7% |
| 1Y | +44.9% | +75.7% | -30.8% | -3.3% |
| 3Y | +293.0% | +197.9% | +95.1% | +105.7% |
| All | +293.0% | +197.5% | +95.5% | +105.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling