+16,011.1%
STX vs IVZ
+455.4%
+15,555.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.1% | +5.2% | +5.9% |
| 7D | +2.4% | +0.6% | +1.7% | +2.1% |
| 30D | +1.4% | +4.0% | -2.6% | -0.2% |
| 3M | -8.2% | +18.2% | -26.4% | -14.4% |
| 6M | +127.0% | +32.8% | +94.2% | +101.2% |
| YTD | +209.1% | +28.7% | +180.4% | +176.7% |
| 1Y | +365.4% | +55.4% | +310.0% | +285.3% |
| 3Y | +1,135.4% | +135.2% | +1,000.2% | +740.7% |
| 5Y | +991.5% | +64.2% | +927.3% | +738.6% |
| 10Y | +3,695.8% | +64.6% | +3,631.2% | +2,522.0% |
| All | +16,011.1% | +455.4% | +15,555.7% | +6,392.9% |
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