+248.2%
IVZ vs STLA
+263.8%
-15.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.7% |
| 7D | +0.6% | +2.6% | -1.9% | -0.2% |
| 30D | +4.0% | -1.2% | +5.2% | +4.2% |
| 3M | +18.2% | -24.8% | +42.9% | +29.1% |
| 6M | +32.8% | -25.6% | +58.4% | +44.9% |
| YTD | +28.7% | -48.9% | +77.7% | +56.3% |
| 1Y | +55.4% | -38.8% | +94.1% | +75.4% |
| 3Y | +135.2% | -64.5% | +199.7% | +209.6% |
| 5Y | +64.2% | -62.4% | +126.6% | +109.5% |
| 10Y | +64.6% | +55.4% | +9.2% | +45.3% |
| All | +248.2% | +263.8% | -15.6% | +197.1% |
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