+366.2%
STX vs IVZ
+50.2%
+316.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.3% | -1.7% |
| 7D | +9.6% | +1.2% | +8.4% | +8.8% |
| 30D | +10.6% | +1.8% | +8.8% | +9.6% |
| 3M | +4.8% | +15.7% | -11.0% | -2.9% |
| 6M | +137.3% | +36.3% | +100.9% | +101.2% |
| YTD | +222.5% | +24.9% | +197.6% | +183.3% |
| 1Y | +366.2% | +48.9% | +317.3% | +291.1% |
| All | +366.2% | +50.2% | +316.1% | +291.1% |
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