+738.6%
IVV vs STZ
+2,558.2%
-1,819.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.8% |
| 7D | -2.7% | +4.9% | -7.6% | -4.0% |
| 30D | -5.4% | +20.9% | -26.2% | -10.4% |
| 3M | -4.1% | +8.0% | -12.0% | -6.5% |
| 6M | +0.7% | -5.3% | +6.0% | +1.3% |
| YTD | +8.7% | +5.9% | +2.8% | +5.2% |
| 1Y | +11.0% | +14.2% | -3.2% | +5.0% |
| 3Y | +75.4% | -37.0% | +112.4% | +92.7% |
| 5Y | +68.3% | -29.7% | +98.0% | +78.4% |
| 10Y | +315.5% | +5.2% | +310.4% | +281.5% |
| All | +738.6% | +2,558.2% | -1,819.5% | +234.3% |
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