+41.5%
IVZ vs STZ
+13.4%
+28.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.0% |
| 7D | +7.6% | +2.6% | +5.0% | +6.3% |
| 30D | +4.3% | +15.2% | -10.9% | -3.3% |
| 3M | -9.3% | +7.6% | -17.0% | -13.5% |
| 6M | +5.2% | +5.3% | 0.0% | +0.8% |
| YTD | +13.4% | +8.6% | +4.8% | +4.0% |
| 1Y | +25.4% | +15.6% | +9.8% | +10.5% |
| 3Y | +152.5% | -35.2% | +187.7% | +202.6% |
| 5Y | +36.7% | -29.1% | +65.8% | +52.3% |
| All | +41.5% | +13.4% | +28.1% | +26.7% |
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