+487.4%
STX vs IVZ
+37.3%
+450.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +6.8% | +3.0% | +6.3% |
| 7D | -14.8% | +4.1% | -18.9% | -16.1% |
| 30D | -35.4% | -2.0% | -33.3% | -34.3% |
| 3M | -37.7% | -7.8% | -29.8% | -34.8% |
| 6M | -35.2% | +6.3% | -41.5% | -37.2% |
| YTD | +84.4% | +12.6% | +71.8% | +72.6% |
| 1Y | +82.3% | +27.6% | +54.6% | +60.4% |
| 3Y | +646.2% | +154.0% | +492.2% | +339.9% |
| 5Y | +487.4% | +37.3% | +450.1% | +368.6% |
| All | +487.4% | +37.3% | +450.1% | +368.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling