+50.5%
IVZ vs STLA
+21.0%
+29.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.2% | +7.0% | +6.9% |
| 7D | +4.1% | -6.4% | +10.5% | +7.2% |
| 30D | -2.0% | -1.3% | -0.7% | -2.0% |
| 3M | -7.8% | -19.9% | +12.1% | +0.4% |
| 6M | +6.3% | -42.9% | +49.2% | +34.1% |
| YTD | +12.6% | -59.4% | +72.0% | +61.0% |
| 1Y | +27.6% | -56.8% | +84.5% | +76.0% |
| 3Y | +154.0% | -73.1% | +227.1% | +314.9% |
| 5Y | +37.3% | -70.1% | +107.4% | +105.8% |
| 10Y | +50.5% | +19.8% | +30.8% | +34.2% |
| All | +50.5% | +21.0% | +29.5% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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