+41.1%
IGV vs STZ
-50.3%
+91.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.6% | +3.8% | -1.7% |
| 7D | -3.3% | -7.4% | +4.1% | -3.1% |
| 30D | 0.0% | -10.9% | +10.9% | +0.3% |
| 3M | +7.3% | -13.4% | +20.8% | +7.7% |
| 6M | +16.7% | -16.2% | +32.9% | +16.8% |
| YTD | -2.8% | -10.4% | +7.6% | -4.4% |
| 1Y | -6.7% | -14.8% | +8.1% | -7.5% |
| 3Y | +41.1% | -50.1% | +91.3% | +46.0% |
| All | +41.1% | -50.3% | +91.4% | +46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling