+1,410.3%
IBKR vs STT
+316.1%
+1,094.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +1.3% | +1.0% | +0.3% | +0.9% |
| 30D | -0.3% | +2.8% | -3.1% | -1.3% |
| 3M | +4.7% | +18.1% | -13.5% | -1.9% |
| 6M | +34.0% | +59.2% | -25.2% | +11.6% |
| YTD | +40.8% | +51.5% | -10.7% | +19.8% |
| 1Y | +45.7% | +75.7% | -29.9% | +17.2% |
| 3Y | +288.4% | +200.8% | +87.6% | +153.8% |
| 5Y | +487.2% | +155.8% | +331.4% | +299.0% |
| 10Y | +991.2% | +266.4% | +724.9% | +524.2% |
| All | +1,410.3% | +316.1% | +1,094.2% | +546.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling