+3,621.5%
STX vs IVZ
+60.3%
+3,561.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.3% | -1.7% |
| 7D | +9.6% | +1.2% | +8.4% | +8.9% |
| 30D | +10.6% | +1.8% | +8.8% | +9.7% |
| 3M | +4.8% | +15.7% | -11.0% | -1.9% |
| 6M | +137.3% | +36.3% | +100.9% | +106.1% |
| YTD | +222.5% | +24.9% | +197.6% | +190.1% |
| 1Y | +366.2% | +48.9% | +317.3% | +288.4% |
| 3Y | +1,352.9% | +136.8% | +1,216.1% | +860.7% |
| 5Y | +1,077.4% | +60.0% | +1,017.5% | +791.4% |
| 10Y | +3,621.5% | +63.4% | +3,558.1% | +2,524.0% |
| All | +3,621.5% | +60.3% | +3,561.2% | +2,524.0% |
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 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