+364.4%
IGV vs STZ
-13.0%
+377.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -1.5% | -6.0% | +4.5% | +0.1% |
| 30D | -3.0% | -8.9% | +5.8% | -0.6% |
| 3M | +9.6% | -12.6% | +22.1% | +13.3% |
| 6M | +16.1% | -17.2% | +33.3% | +21.0% |
| YTD | -3.6% | -10.0% | +6.4% | -3.2% |
| 1Y | -7.8% | -14.3% | +6.5% | -6.2% |
| 3Y | +40.0% | -49.9% | +89.9% | +67.8% |
| 5Y | +21.2% | -38.2% | +59.4% | +33.8% |
| 10Y | +364.4% | -12.0% | +376.4% | +337.2% |
| All | +364.4% | -13.0% | +377.5% | +337.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling