+941.2%
IGV vs STZ
+1,517.4%
-576.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | +2.5% | 0.0% | +2.4% | +2.4% |
| 30D | -8.6% | +14.7% | -23.3% | -12.5% |
| 3M | -1.6% | +8.8% | -10.4% | -4.5% |
| 6M | +13.4% | +3.1% | +10.4% | +11.4% |
| YTD | -4.0% | +7.9% | -11.9% | -8.4% |
| 1Y | -7.6% | +14.2% | -21.8% | -13.6% |
| 3Y | +39.3% | -35.2% | +74.5% | +52.2% |
| 5Y | +14.5% | -29.6% | +44.1% | +21.4% |
| 10Y | +358.7% | +12.2% | +346.6% | +304.4% |
| All | +941.2% | +1,517.4% | -576.2% | +266.7% |
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