+142.2%
IEFA vs STZ
-10.3%
+152.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.4% |
| 7D | -2.4% | -4.1% | +1.7% | -1.4% |
| 30D | -2.1% | -7.6% | +5.5% | -0.2% |
| 3M | +5.5% | -12.3% | +17.8% | +8.8% |
| 6M | +8.1% | -16.3% | +24.4% | +12.6% |
| YTD | +11.9% | -8.4% | +20.3% | +12.9% |
| 1Y | +18.1% | -10.8% | +28.9% | +19.8% |
| 3Y | +65.5% | -49.0% | +114.4% | +95.1% |
| 5Y | +50.1% | -36.5% | +86.5% | +63.4% |
| All | +142.2% | -10.3% | +152.5% | +134.4% |
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