+422.5%
STM vs IVZ
+55.7%
+366.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +6.8% | 0.0% | +3.2% |
| 7D | -5.6% | +4.1% | -9.7% | -7.4% |
| 30D | -14.4% | -2.0% | -12.4% | -13.3% |
| 3M | -20.5% | -7.8% | -12.6% | -16.8% |
| 6M | -24.5% | +6.3% | -30.8% | -26.5% |
| YTD | +72.7% | +12.6% | +60.1% | +62.5% |
| 1Y | +91.0% | +27.6% | +63.4% | +68.2% |
| 3Y | +13.5% | +154.0% | -140.5% | -31.3% |
| 5Y | -9.2% | +37.3% | -46.5% | -27.6% |
| 10Y | +422.5% | +50.5% | +372.0% | +296.5% |
| All | +422.5% | +55.7% | +366.9% | +296.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling