+277.1%
STLD vs IVZ
+36.0%
+241.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.4% | -5.6% | -4.3% |
| 7D | +2.9% | +7.6% | -4.7% | -0.6% |
| 30D | -5.6% | +4.3% | -9.9% | -7.7% |
| 3M | -11.7% | -9.3% | -2.4% | -8.1% |
| 6M | -2.8% | +5.2% | -8.0% | -6.4% |
| YTD | +36.4% | +13.4% | +23.0% | +25.5% |
| 1Y | +50.0% | +25.4% | +24.6% | +31.0% |
| 3Y | +122.3% | +152.5% | -30.2% | +32.7% |
| All | +277.1% | +36.0% | +241.1% | +194.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling