+782.2%
STLD vs IVZ
+55.7%
+726.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.8% | -4.7% | -1.2% |
| 7D | -9.7% | +4.1% | -13.8% | -11.6% |
| 30D | -4.5% | -2.0% | -2.5% | -4.0% |
| 3M | -13.1% | -7.8% | -5.2% | -10.1% |
| 6M | -2.8% | +6.3% | -9.1% | -7.0% |
| YTD | +35.3% | +12.6% | +22.8% | +24.7% |
| 1Y | +51.4% | +27.6% | +23.7% | +30.5% |
| 3Y | +117.9% | +154.0% | -36.1% | +28.5% |
| 5Y | +272.6% | +37.3% | +235.3% | +188.8% |
| 10Y | +782.2% | +50.5% | +731.6% | +529.0% |
| All | +782.2% | +55.7% | +726.5% | +529.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling