+65.1%
IVZ vs STLA
-62.4%
+127.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.6% |
| 7D | +0.6% | +2.6% | -1.9% | -0.4% |
| 30D | +4.0% | -1.2% | +5.2% | +4.2% |
| 3M | +18.2% | -24.8% | +42.9% | +32.2% |
| 6M | +32.8% | -25.6% | +58.4% | +48.1% |
| YTD | +28.7% | -48.9% | +77.7% | +65.4% |
| 1Y | +55.4% | -38.8% | +94.1% | +79.2% |
| 3Y | +135.2% | -64.5% | +199.7% | +233.7% |
| All | +65.1% | -62.4% | +127.5% | +111.7% |
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