+10.6%
IBKR vs STZ
+14.7%
-4.1%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.3% | -4.8% | +1.6% |
| 7D | -6.8% | +13.0% | -19.8% | -4.3% |
| 30D | -12.5% | +29.4% | -42.0% | -8.4% |
| 3M | -12.0% | +11.6% | -23.6% | -9.8% |
| 6M | -4.5% | -0.2% | -4.3% | -2.6% |
| YTD | +21.5% | +8.6% | +12.9% | +19.6% |
| 1Y | +10.6% | +15.9% | -5.3% | +11.5% |
| All | +10.6% | +14.7% | -4.1% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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