+3,545.0%
STT vs IVZ
+1,117.8%
+2,427.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.4% |
| 7D | +0.5% | +0.6% | -0.2% | +0.1% |
| 30D | +3.9% | +4.0% | -0.1% | +1.8% |
| 3M | +20.0% | +18.2% | +1.8% | +9.8% |
| 6M | +55.3% | +32.8% | +22.5% | +33.3% |
| YTD | +53.3% | +28.7% | +24.6% | +33.2% |
| 1Y | +74.7% | +55.4% | +19.3% | +37.9% |
| 3Y | +205.8% | +135.2% | +70.6% | +88.7% |
| 5Y | +145.0% | +64.2% | +80.8% | +77.5% |
| 10Y | +266.0% | +64.6% | +201.4% | +143.3% |
| All | +3,545.0% | +1,117.8% | +2,427.2% | +1,138.0% |
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