+37.7%
IGV vs STZ
-34.1%
+71.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.3% | +5.3% | -7.6% | -2.3% |
| 30D | -11.0% | +19.6% | -30.5% | -11.1% |
| 3M | -4.5% | +10.0% | -14.4% | -4.6% |
| 6M | +10.1% | -0.3% | +10.4% | +10.2% |
| YTD | -5.1% | +8.6% | -13.6% | -6.9% |
| 1Y | -10.2% | +16.6% | -26.8% | -12.9% |
| 3Y | +37.7% | -34.8% | +72.5% | +42.0% |
| All | +37.7% | -34.1% | +71.8% | +42.0% |
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