+38.8%
IVZ vs STLA
-71.4%
+110.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | +1.3% |
| 7D | +2.2% | -4.9% | +7.1% | +4.4% |
| 30D | -2.2% | -4.9% | +2.7% | -0.6% |
| 3M | -8.4% | -23.7% | +15.2% | +1.1% |
| 6M | +6.2% | -45.0% | +51.1% | +33.6% |
| YTD | +12.4% | -60.9% | +73.3% | +59.6% |
| 1Y | +26.0% | -58.9% | +84.9% | +73.6% |
| 3Y | +147.9% | -74.4% | +222.3% | +305.2% |
| 5Y | +38.8% | -71.5% | +110.3% | +98.9% |
| All | +38.8% | -71.4% | +110.2% | +98.9% |
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