+973.2%
IGV vs STZ
+1,322.4%
-349.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.0% |
| 7D | -4.5% | -1.9% | -2.6% | -4.0% |
| 30D | +3.2% | -1.9% | +5.1% | +3.7% |
| 3M | +4.5% | -6.2% | +10.8% | +6.1% |
| 6M | +22.1% | -14.0% | +36.1% | +26.2% |
| YTD | -1.0% | -5.1% | +4.1% | -1.6% |
| 1Y | -2.1% | -9.6% | +7.5% | -1.5% |
| 3Y | +44.6% | -47.2% | +91.8% | +68.7% |
| 5Y | +22.2% | -33.6% | +55.7% | +32.0% |
| 10Y | +364.7% | -9.8% | +374.5% | +338.2% |
| All | +973.2% | +1,322.4% | -349.2% | +294.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling