+75.6%
IVV vs STZ
-28.3%
+103.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.5% |
| 7D | -0.9% | -0.9% | 0.0% | -0.7% |
| 30D | -2.3% | +14.9% | -17.3% | -5.2% |
| 3M | -1.2% | +8.4% | -9.6% | -3.0% |
| 6M | +3.3% | +2.8% | +0.5% | +2.3% |
| YTD | +12.3% | +7.5% | +4.8% | +8.7% |
| 1Y | +12.5% | +12.5% | 0.0% | +7.3% |
| 3Y | +79.2% | -35.4% | +114.6% | +97.7% |
| 5Y | +75.6% | -29.3% | +104.9% | +81.6% |
| All | +75.6% | -28.3% | +103.9% | +81.6% |
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