+307.4%
IVV vs STZ
+11.6%
+295.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.6% | +5.3% | -5.9% | -2.1% |
| 30D | -3.7% | +19.6% | -23.3% | -9.0% |
| 3M | -2.7% | +10.0% | -12.7% | -6.0% |
| 6M | +2.2% | -0.3% | +2.5% | +1.4% |
| YTD | +10.9% | +8.6% | +2.3% | +5.8% |
| 1Y | +11.3% | +16.6% | -5.3% | +3.4% |
| 3Y | +76.9% | -34.8% | +111.7% | +96.8% |
| 5Y | +73.5% | -27.8% | +101.3% | +84.1% |
| 10Y | +307.4% | +12.5% | +294.9% | +274.1% |
| All | +307.4% | +11.6% | +295.8% | +274.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling