+780.3%
STM vs IVZ
+964.6%
-184.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +6.8% | 0.0% | +3.5% |
| 7D | -5.6% | +4.1% | -9.7% | -7.2% |
| 30D | -14.4% | -2.0% | -12.4% | -13.3% |
| 3M | -20.5% | -7.8% | -12.6% | -17.1% |
| 6M | -24.5% | +6.3% | -30.8% | -26.3% |
| YTD | +72.7% | +12.6% | +60.1% | +63.3% |
| 1Y | +91.0% | +27.6% | +63.4% | +69.7% |
| 3Y | +13.5% | +154.0% | -140.5% | -28.8% |
| 5Y | -9.2% | +37.3% | -46.5% | -24.7% |
| 10Y | +422.5% | +50.5% | +372.0% | +268.1% |
| All | +780.3% | +964.6% | -184.3% | +137.4% |
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