+655.9%
STM vs IBKR
+1,011.6%
-355.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +0.4% |
| 7D | -1.4% | -1.3% | 0.0% | -0.7% |
| 30D | -4.9% | -0.2% | -4.7% | -5.1% |
| 3M | -34.0% | +3.0% | -36.9% | -35.0% |
| 6M | +51.8% | +33.9% | +18.0% | +32.0% |
| YTD | +99.4% | +42.5% | +56.9% | +68.0% |
| 1Y | +99.1% | +44.9% | +54.2% | +65.1% |
| 3Y | +19.5% | +293.0% | -273.5% | -42.8% |
| 5Y | +19.5% | +497.7% | -478.2% | -55.7% |
| All | +655.9% | +1,011.6% | -355.8% | +129.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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