+49.3%
IJH vs STZ
-49.0%
+98.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.3% |
| 7D | -2.5% | -4.1% | +1.6% | -1.8% |
| 30D | -5.0% | -7.6% | +2.6% | -3.8% |
| 3M | +0.5% | -12.3% | +12.8% | +2.8% |
| 6M | +8.2% | -16.3% | +24.5% | +11.4% |
| YTD | +12.4% | -8.4% | +20.8% | +12.6% |
| 1Y | +14.4% | -10.8% | +25.2% | +15.1% |
| All | +49.3% | -49.0% | +98.3% | +66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling