+37.0%
IVZ vs STLA
-74.6%
+111.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.8% |
| 7D | +7.6% | -13.8% | +21.4% | +14.1% |
| 30D | +4.3% | -10.5% | +14.9% | +8.5% |
| 3M | -9.3% | -28.9% | +19.5% | +2.8% |
| 6M | +5.2% | -49.7% | +55.0% | +37.3% |
| YTD | +13.4% | -64.9% | +78.4% | +68.1% |
| 1Y | +25.4% | -64.0% | +89.4% | +82.5% |
| 3Y | +152.5% | -77.4% | +229.9% | +335.1% |
| All | +37.0% | -74.6% | +111.5% | +103.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling