+328.3%
STM vs IBKR
+1,343.5%
-1,015.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.3% |
| 7D | +5.2% | +0.6% | +4.6% | +4.8% |
| 30D | -7.4% | +3.7% | -11.0% | -9.3% |
| 3M | -30.6% | +4.2% | -34.9% | -32.0% |
| 6M | +66.4% | +36.6% | +29.7% | +43.4% |
| YTD | +101.1% | +41.9% | +59.3% | +70.0% |
| 1Y | +97.4% | +49.5% | +47.9% | +61.4% |
| 3Y | +21.1% | +291.3% | -270.2% | -40.9% |
| 5Y | +22.5% | +492.7% | -470.2% | -52.5% |
| 10Y | +657.6% | +994.0% | -336.4% | +108.4% |
| All | +328.3% | +1,343.5% | -1,015.2% | -21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling