+503.6%
IBKR vs STZ
-37.6%
+541.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.3% |
| 7D | -1.3% | -4.5% | +3.1% | -0.7% |
| 30D | -0.2% | -8.6% | +8.4% | +0.9% |
| 3M | +3.0% | -13.8% | +16.7% | +4.9% |
| 6M | +33.9% | -17.2% | +51.0% | +37.0% |
| YTD | +42.5% | -9.4% | +51.9% | +41.9% |
| 1Y | +44.9% | -11.9% | +56.7% | +45.0% |
| 3Y | +293.0% | -49.6% | +342.6% | +344.8% |
| All | +503.6% | -37.6% | +541.2% | +483.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling