+185.1%
IVZ vs STLA
+190.5%
-5.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -4.5% | -3.5% | -6.5% |
| 7D | -6.7% | -5.5% | -1.2% | -4.9% |
| 30D | -10.9% | -3.7% | -7.2% | -10.0% |
| 3M | -14.8% | -21.1% | +6.3% | -8.7% |
| 6M | +2.4% | -38.3% | +40.7% | +18.4% |
| YTD | +5.4% | -59.2% | +64.7% | +36.9% |
| 1Y | +19.6% | -56.7% | +76.2% | +51.5% |
| 3Y | +122.4% | -74.3% | +196.8% | +224.3% |
| 5Y | +28.8% | -70.2% | +99.0% | +76.3% |
| 10Y | +52.3% | +23.4% | +29.0% | +44.2% |
| All | +185.1% | +190.5% | -5.4% | +160.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling