+102.4%
STX vs IVZ
+22.9%
+79.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.4% | -5.4% | -4.5% |
| 7D | +14.6% | +7.6% | +7.0% | +9.5% |
| 30D | -26.0% | +4.3% | -30.3% | -27.1% |
| 3M | -42.6% | -9.3% | -33.3% | -39.5% |
| 6M | -35.3% | +5.2% | -40.5% | -36.9% |
| YTD | +92.5% | +13.4% | +79.0% | +75.4% |
| 1Y | +102.4% | +25.4% | +77.0% | +70.0% |
| All | +102.4% | +22.9% | +79.5% | +70.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling