+19.5%
IVZ vs STLA
-56.7%
+76.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -2.4% | -4.5% | +2.1% | -1.6% |
| 30D | -11.2% | -3.9% | -7.3% | -10.6% |
| 3M | -14.0% | -20.2% | +6.2% | -10.6% |
| 6M | +0.5% | -42.2% | +42.6% | +9.7% |
| YTD | +5.4% | -59.3% | +64.7% | +19.1% |
| 1Y | +19.5% | -56.1% | +75.5% | +30.3% |
| All | +19.5% | -56.7% | +76.2% | +30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling