+1,383.2%
STX vs IVZ
+140.4%
+1,242.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.2% | +8.7% | +7.5% |
| 7D | +10.7% | +1.1% | +9.6% | +10.1% |
| 30D | +11.3% | +3.1% | +8.2% | +9.7% |
| 3M | +3.2% | +18.2% | -14.9% | -4.5% |
| 6M | +157.0% | +38.6% | +118.4% | +120.6% |
| YTD | +229.2% | +25.9% | +203.3% | +193.8% |
| 1Y | +381.8% | +51.7% | +330.2% | +296.5% |
| 3Y | +1,383.2% | +138.7% | +1,244.5% | +852.0% |
| All | +1,383.2% | +140.4% | +1,242.8% | +852.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling