+9,509.3%
STX vs IVZ
+385.5%
+9,123.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +6.8% | +3.0% | +7.0% |
| 7D | -14.8% | +4.1% | -18.9% | -15.9% |
| 30D | -35.4% | -2.0% | -33.3% | -34.4% |
| 3M | -37.7% | -7.8% | -29.8% | -35.3% |
| 6M | -35.2% | +6.3% | -41.5% | -36.8% |
| YTD | +84.4% | +12.6% | +71.8% | +75.1% |
| 1Y | +82.3% | +27.6% | +54.6% | +64.5% |
| 3Y | +646.2% | +154.0% | +492.2% | +395.7% |
| 5Y | +487.4% | +37.3% | +450.1% | +389.4% |
| 10Y | +2,071.0% | +50.5% | +2,020.5% | +1,464.2% |
| All | +9,509.3% | +385.5% | +9,123.8% | +4,009.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling