+49.0%
IVZ vs STZ
+3.4%
+45.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.9% |
| 7D | -2.4% | +4.9% | -7.4% | -4.8% |
| 30D | -11.2% | +20.9% | -32.1% | -19.8% |
| 3M | -14.0% | +8.0% | -22.0% | -18.1% |
| 6M | +0.5% | -5.3% | +5.7% | +1.6% |
| YTD | +5.4% | +5.9% | -0.5% | -2.0% |
| 1Y | +19.5% | +14.2% | +5.2% | +6.1% |
| 3Y | +128.7% | -37.0% | +165.7% | +176.8% |
| 5Y | +28.8% | -29.7% | +58.5% | +43.6% |
| All | +49.0% | +3.4% | +45.6% | +38.4% |
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 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