+105.8%
STT vs IVZ
+37.2%
+68.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | +1.1% | +2.2% | -1.0% | -0.2% |
| 30D | -1.9% | -2.2% | +0.3% | -1.0% |
| 3M | -7.6% | -8.4% | +0.9% | -3.4% |
| 6M | +16.0% | +6.2% | +9.8% | +11.1% |
| YTD | +36.2% | +12.4% | +23.8% | +25.2% |
| 1Y | +46.8% | +26.0% | +20.8% | +26.4% |
| 3Y | +177.8% | +147.9% | +29.9% | +53.1% |
| 5Y | +105.8% | +38.8% | +67.1% | +68.9% |
| All | +105.8% | +37.2% | +68.6% | +68.9% |
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