+107.5%
STLD vs IVZ
+122.1%
-14.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -11.1% | -2.4% | -8.7% | -10.2% |
| 30D | -4.8% | -11.2% | +6.4% | +0.1% |
| 3M | -14.6% | -14.0% | -0.6% | -9.1% |
| 6M | -7.4% | +0.5% | -7.9% | -8.8% |
| YTD | +32.6% | +5.4% | +27.1% | +26.4% |
| 1Y | +47.3% | +19.5% | +27.9% | +31.9% |
| 3Y | +107.5% | +128.7% | -21.2% | +36.5% |
| All | +107.5% | +122.1% | -14.6% | +36.5% |
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