+1,080.4%
STLD vs IVZ
+61.1%
+1,019.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.4% |
| 7D | +2.7% | +1.1% | +1.6% | +2.0% |
| 30D | -8.4% | +3.1% | -11.5% | -9.9% |
| 3M | -9.9% | +18.2% | -28.0% | -17.6% |
| 6M | +33.0% | +38.6% | -5.6% | +12.1% |
| YTD | +42.6% | +25.9% | +16.7% | +24.9% |
| 1Y | +80.8% | +51.7% | +29.1% | +43.8% |
| 3Y | +143.4% | +138.7% | +4.8% | +48.4% |
| 5Y | +293.4% | +62.8% | +230.6% | +179.6% |
| 10Y | +1,080.4% | +60.9% | +1,019.5% | +685.4% |
| All | +1,080.4% | +61.1% | +1,019.3% | +685.4% |
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