-15.7%
STM vs IVZ
+27.3%
-43.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | -10.7% | -2.4% | -8.3% | -9.2% |
| 30D | -25.7% | -11.2% | -14.5% | -19.6% |
| 3M | -21.6% | -14.0% | -7.6% | -13.5% |
| 6M | -27.8% | +0.5% | -28.3% | -27.6% |
| YTD | +61.8% | +5.4% | +56.3% | +55.8% |
| 1Y | +78.1% | +19.5% | +58.6% | +58.0% |
| 3Y | +4.9% | +128.7% | -123.8% | -42.6% |
| All | -15.7% | +27.3% | -43.1% | -36.1% |
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