+461.8%
STM vs IVZ
+40.3%
+421.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.7% |
| 7D | +16.3% | +5.1% | +11.2% | +13.3% |
| 30D | -6.3% | -1.6% | -4.7% | -5.2% |
| 3M | -14.1% | -9.1% | -5.0% | -9.5% |
| 6M | -19.6% | +1.8% | -21.3% | -19.9% |
| YTD | +80.1% | +10.8% | +69.3% | +70.8% |
| 1Y | +95.4% | +19.1% | +76.2% | +78.1% |
| 3Y | +14.7% | +144.4% | -129.7% | -29.3% |
| 5Y | -5.4% | +33.6% | -38.9% | -23.6% |
| All | +461.8% | +40.3% | +421.4% | +329.0% |
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 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