+886.2%
IVZ vs STZ
+2,973.0%
-2,086.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.6% | -7.4% | -7.8% |
| 7D | -6.7% | +11.8% | -18.5% | -10.7% |
| 30D | -10.9% | +26.0% | -36.8% | -18.7% |
| 3M | -14.8% | +11.5% | -26.4% | -18.9% |
| 6M | +2.4% | -2.0% | +4.4% | +1.9% |
| YTD | +5.4% | +7.9% | -2.4% | -0.3% |
| 1Y | +19.6% | +13.9% | +5.6% | +10.5% |
| 3Y | +122.4% | -35.8% | +158.3% | +152.3% |
| 5Y | +28.8% | -28.4% | +57.2% | +39.6% |
| 10Y | +52.3% | +7.1% | +45.2% | +41.1% |
| All | +886.2% | +2,973.0% | -2,086.8% | +251.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling