+7,518.6%
STLD vs IVZ
+635.3%
+6,883.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.2% |
| 3M | -14.6% | -14.0% | -0.6% | -9.0% |
| 6M | -7.4% | +0.5% | -7.9% | -8.7% |
| YTD | +32.6% | +5.4% | +27.1% | +26.9% |
| 1Y | +47.3% | +19.5% | +27.9% | +33.0% |
| 3Y | +107.5% | +128.7% | -21.2% | +35.7% |
| 5Y | +268.8% | +28.8% | +240.1% | +203.6% |
| 10Y | +883.3% | +52.3% | +831.0% | +589.4% |
| All | +7,518.6% | +635.3% | +6,883.3% | +3,669.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling