+50.5%
IVZ vs STZ
+12.5%
+38.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.5% | +4.3% | +5.5% |
| 7D | +4.1% | +3.4% | +0.7% | +2.4% |
| 30D | -2.0% | +19.6% | -21.6% | -11.0% |
| 3M | -7.8% | +8.0% | -15.9% | -12.2% |
| 6M | +6.3% | -0.3% | +6.6% | +4.7% |
| YTD | +12.6% | +8.6% | +4.0% | +3.2% |
| 1Y | +27.6% | +17.3% | +10.3% | +11.5% |
| 3Y | +154.0% | -34.7% | +188.7% | +202.7% |
| 5Y | +37.3% | -27.6% | +64.9% | +50.9% |
| 10Y | +50.5% | +11.8% | +38.8% | +36.9% |
| All | +50.5% | +12.5% | +38.0% | +36.9% |
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