+140.2%
STLD vs IVZ
+144.8%
-4.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.1% |
| 7D | +3.1% | +0.6% | +2.5% | +2.8% |
| 30D | -9.0% | +4.0% | -13.0% | -10.6% |
| 3M | -12.4% | +18.2% | -30.5% | -19.2% |
| 6M | +25.5% | +32.8% | -7.3% | +9.4% |
| YTD | +43.6% | +28.7% | +14.9% | +25.8% |
| 1Y | +87.2% | +55.4% | +31.8% | +49.5% |
| All | +140.2% | +144.8% | -4.6% | +45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling