+292.6%
STLD vs IVZ
+64.2%
+228.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.1% |
| 7D | +3.1% | +0.6% | +2.5% | +2.7% |
| 30D | -9.0% | +4.0% | -13.0% | -10.7% |
| 3M | -12.4% | +18.2% | -30.5% | -19.4% |
| 6M | +25.5% | +32.8% | -7.3% | +9.0% |
| YTD | +43.6% | +28.7% | +14.9% | +25.4% |
| 1Y | +87.2% | +55.4% | +31.8% | +48.9% |
| 3Y | +135.2% | +135.2% | 0.0% | +47.8% |
| All | +292.6% | +64.2% | +228.4% | +175.2% |
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 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