+930.7%
STM vs IVZ
+1,117.8%
-187.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.3% |
| 7D | +5.8% | +0.6% | +5.2% | +5.4% |
| 30D | -1.0% | +4.0% | -5.0% | -2.9% |
| 3M | -33.3% | +18.2% | -51.4% | -38.2% |
| 6M | +57.4% | +32.8% | +24.5% | +37.6% |
| YTD | +102.2% | +28.7% | +73.4% | +78.7% |
| 1Y | +99.6% | +55.4% | +44.2% | +60.9% |
| 3Y | +14.5% | +135.2% | -120.7% | -25.9% |
| 5Y | +21.4% | +64.2% | -42.8% | -8.4% |
| 10Y | +695.0% | +64.6% | +630.4% | +432.7% |
| All | +930.7% | +1,117.8% | -187.1% | +159.8% |
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