+35.9%
IVZ vs STLA
-74.6%
+110.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.0% |
| 7D | +6.8% | -13.8% | +20.6% | +13.2% |
| 30D | +3.5% | -10.5% | +14.1% | +7.7% |
| 3M | -10.0% | -28.9% | +18.8% | +2.0% |
| 6M | +4.5% | -49.7% | +54.2% | +36.2% |
| YTD | +12.6% | -64.9% | +77.5% | +66.9% |
| 1Y | +24.4% | -64.0% | +88.5% | +81.2% |
| 3Y | +150.6% | -77.4% | +228.0% | +331.9% |
| All | +35.9% | -74.6% | +110.5% | +102.3% |
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 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