+128.7%
IVZ vs STLA
-74.0%
+202.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -2.4% | -4.5% | +2.1% | -1.1% |
| 30D | -11.2% | -3.9% | -7.3% | -10.3% |
| 3M | -14.0% | -20.2% | +6.2% | -8.5% |
| 6M | +0.5% | -42.2% | +42.6% | +17.7% |
| YTD | +5.4% | -59.3% | +64.7% | +35.9% |
| 1Y | +19.5% | -56.1% | +75.5% | +48.9% |
| 3Y | +128.7% | -73.7% | +202.4% | +190.2% |
| All | +128.7% | -74.0% | +202.7% | +190.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling