+19.8%
IVZ vs STLA
-61.8%
+81.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.2% |
| 7D | -2.8% | -11.6% | +8.9% | -0.5% |
| 30D | -2.2% | -6.2% | +4.0% | -1.0% |
| 3M | -8.1% | -24.6% | +16.5% | -3.5% |
| 6M | +3.8% | -44.9% | +48.7% | +14.5% |
| YTD | +11.5% | -62.3% | +73.7% | +27.6% |
| All | +19.8% | -61.8% | +81.6% | +35.6% |
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