+990.2%
IBKR vs STZ
-11.3%
+1,001.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.5% |
| 7D | -1.3% | -4.5% | +3.1% | -0.1% |
| 30D | -0.2% | -8.6% | +8.4% | +2.1% |
| 3M | +3.0% | -13.8% | +16.7% | +6.8% |
| 6M | +33.9% | -17.2% | +51.0% | +39.8% |
| YTD | +42.5% | -9.4% | +51.9% | +43.3% |
| 1Y | +44.9% | -11.9% | +56.7% | +46.7% |
| 3Y | +293.0% | -49.6% | +342.6% | +371.0% |
| 5Y | +497.7% | -37.2% | +534.8% | +547.9% |
| All | +990.2% | -11.3% | +1,001.5% | +948.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling