+22.0%
IGV vs STZ
-36.5%
+58.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.6% | +3.8% | -0.8% |
| 7D | -3.3% | -7.4% | +4.1% | -2.0% |
| 30D | 0.0% | -10.9% | +10.9% | +1.9% |
| 3M | +7.3% | -13.4% | +20.8% | +9.9% |
| 6M | +16.7% | -16.2% | +32.9% | +19.4% |
| YTD | -2.8% | -10.4% | +7.6% | -3.6% |
| 1Y | -6.7% | -14.8% | +8.1% | -6.2% |
| 3Y | +41.1% | -50.1% | +91.3% | +67.5% |
| 5Y | +22.0% | -38.8% | +60.8% | +30.1% |
| All | +22.0% | -36.5% | +58.5% | +30.1% |
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