+157.5%
STT vs IVZ
+63.4%
+94.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.1% |
| 7D | +2.2% | +1.1% | +1.1% | +1.6% |
| 30D | +3.9% | +3.1% | +0.8% | +2.2% |
| 3M | +19.2% | +18.2% | +1.0% | +8.4% |
| 6M | +60.4% | +38.6% | +21.8% | +32.9% |
| YTD | +51.5% | +25.9% | +25.6% | +31.7% |
| 1Y | +76.3% | +51.7% | +24.6% | +38.1% |
| 3Y | +200.7% | +138.7% | +62.1% | +73.6% |
| 5Y | +157.5% | +62.8% | +94.7% | +81.3% |
| All | +157.5% | +63.4% | +94.1% | +81.3% |
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