+179.3%
IJH vs STZ
-11.3%
+190.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.2% |
| 7D | -1.9% | -4.5% | +2.6% | -0.3% |
| 30D | -4.6% | -8.6% | +4.0% | -1.7% |
| 3M | -1.2% | -13.8% | +12.6% | +3.8% |
| 6M | +9.4% | -17.2% | +26.6% | +16.0% |
| YTD | +13.3% | -9.4% | +22.7% | +15.1% |
| 1Y | +13.4% | -11.9% | +25.2% | +16.0% |
| 3Y | +50.4% | -49.6% | +100.0% | +89.4% |
| 5Y | +49.0% | -37.2% | +86.1% | +68.4% |
| All | +179.3% | -11.3% | +190.6% | +171.9% |
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