+60.1%
STLD vs IVZ
+30.5%
+29.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.2% | -7.2% | -4.3% |
| 7D | -3.9% | +2.6% | -6.6% | -4.8% |
| 30D | -0.4% | -3.5% | +3.1% | +0.7% |
| 3M | -9.2% | -7.4% | -1.8% | -7.0% |
| 6M | +5.0% | +14.7% | -9.7% | -0.7% |
| YTD | +42.8% | +14.6% | +28.2% | +31.7% |
| 1Y | +60.1% | +30.7% | +29.4% | +39.8% |
| All | +60.1% | +30.5% | +29.5% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1y: compounded portfolio wealth divided by compounded IVZ 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…
1y analysis · Full analysis span regression · 6 months rolling