+194.0%
STT vs IVZ
+43.7%
+150.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -1.5% |
| 7D | +4.8% | +7.6% | -2.8% | +0.5% |
| 30D | +3.9% | +4.3% | -0.4% | +1.2% |
| 3M | -8.2% | -9.3% | +1.2% | -3.4% |
| 6M | +15.6% | +5.2% | +10.4% | +11.1% |
| YTD | +37.6% | +13.4% | +24.2% | +25.6% |
| 1Y | +50.1% | +25.4% | +24.7% | +29.2% |
| 3Y | +183.1% | +152.5% | +30.6% | +55.8% |
| 5Y | +104.8% | +36.7% | +68.1% | +56.7% |
| All | +194.0% | +43.7% | +150.3% | +99.2% |
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