+83.1%
IVV vs STZ
-33.3%
+116.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | +0.1% | -1.9% | +2.0% | +0.5% |
| 30D | +0.1% | -1.9% | +2.0% | +0.4% |
| 3M | +2.0% | -6.2% | +8.2% | +3.1% |
| 6M | +13.0% | -14.0% | +27.1% | +16.2% |
| YTD | +13.6% | -5.1% | +18.7% | +13.0% |
| 1Y | +20.1% | -9.6% | +29.6% | +20.8% |
| 3Y | +77.6% | -47.2% | +124.8% | +108.6% |
| All | +83.1% | -33.3% | +116.4% | +92.4% |
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