+122.3%
STLD vs IVZ
+152.3%
-30.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.4% | -5.6% | -4.3% |
| 7D | +2.9% | +7.6% | -4.7% | -0.4% |
| 30D | -5.6% | +4.3% | -9.9% | -7.5% |
| 3M | -11.7% | -9.3% | -2.4% | -8.3% |
| 6M | -2.8% | +5.2% | -8.0% | -6.1% |
| YTD | +36.4% | +13.4% | +23.0% | +25.8% |
| 1Y | +50.0% | +25.4% | +24.6% | +31.5% |
| 3Y | +122.3% | +152.5% | -30.2% | +42.2% |
| All | +122.3% | +152.3% | -30.0% | +42.2% |
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