+195.6%
STT vs IVZ
+133.3%
+62.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.4% |
| 7D | +1.0% | +1.2% | -0.2% | +0.4% |
| 30D | +2.8% | +1.8% | +1.0% | +1.9% |
| 3M | +18.1% | +15.7% | +2.4% | +10.0% |
| 6M | +59.2% | +36.3% | +22.9% | +36.5% |
| YTD | +51.5% | +24.9% | +26.5% | +34.8% |
| 1Y | +75.7% | +48.9% | +26.7% | +43.8% |
| All | +195.6% | +133.3% | +62.2% | +85.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling