+2.4%
IVZ vs STZ
-2.1%
+4.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.6% | -7.4% | -8.0% |
| 7D | -6.7% | +11.8% | -18.5% | -6.4% |
| 30D | -10.9% | +26.0% | -36.8% | -11.0% |
| 3M | -14.8% | +11.5% | -26.4% | -14.3% |
| 6M | +2.4% | -2.0% | +4.4% | +3.7% |
| All | +2.4% | -2.1% | +4.5% | +3.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling