+3,343.4%
STX vs IBKR
+1,011.6%
+2,331.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.2% | -5.9% | -4.7% |
| 7D | -2.3% | -1.3% | -0.9% | -1.8% |
| 30D | -5.5% | -0.2% | -5.2% | -5.6% |
| 3M | -4.3% | +3.0% | -7.3% | -5.6% |
| 6M | +115.6% | +33.9% | +81.8% | +90.0% |
| YTD | +202.2% | +42.5% | +159.7% | +159.3% |
| 1Y | +325.3% | +44.9% | +280.4% | +262.6% |
| 3Y | +1,283.9% | +293.0% | +990.9% | +659.4% |
| 5Y | +1,048.3% | +497.7% | +550.7% | +412.8% |
| All | +3,343.4% | +1,011.6% | +2,331.8% | +995.4% |
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