+15.7%
IGV vs STZ
-27.8%
+43.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.3% | +5.3% | -7.6% | -3.1% |
| 30D | -11.0% | +19.6% | -30.5% | -13.7% |
| 3M | -4.5% | +10.0% | -14.4% | -6.1% |
| 6M | +10.1% | -0.3% | +10.4% | +9.8% |
| YTD | -5.1% | +8.6% | -13.6% | -8.9% |
| 1Y | -10.2% | +16.6% | -26.8% | -15.9% |
| 3Y | +37.7% | -34.8% | +72.5% | +51.8% |
| 5Y | +15.7% | -27.8% | +43.5% | +18.1% |
| All | +15.7% | -27.8% | +43.5% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling