+35.9%
IVZ vs STZ
-29.4%
+65.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.4% |
| 7D | +6.8% | +2.6% | +4.2% | +6.0% |
| 30D | +3.5% | +15.2% | -11.7% | -1.1% |
| 3M | -10.0% | +7.6% | -17.7% | -12.4% |
| 6M | +4.5% | +5.3% | -0.8% | +2.0% |
| YTD | +12.6% | +8.6% | +3.9% | +6.1% |
| 1Y | +24.4% | +15.6% | +8.9% | +13.8% |
| 3Y | +150.6% | -35.2% | +185.7% | +191.3% |
| All | +35.9% | -29.4% | +65.3% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling