+65.4%
IVZ vs STZ
-9.8%
+75.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.5% |
| 7D | +0.6% | -1.9% | +2.6% | +1.6% |
| 30D | +4.0% | -1.9% | +5.9% | +4.7% |
| 3M | +18.2% | -6.2% | +24.4% | +21.0% |
| 6M | +32.8% | -14.0% | +46.8% | +40.9% |
| YTD | +28.7% | -5.1% | +33.9% | +27.5% |
| 1Y | +55.4% | -9.6% | +64.9% | +57.2% |
| 3Y | +135.2% | -47.2% | +182.4% | +216.7% |
| 5Y | +64.2% | -33.6% | +97.8% | +88.6% |
| All | +65.4% | -9.8% | +75.2% | +62.0% |
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