+1,054.0%
IJH vs STZ
+2,125.8%
-1,071.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.1% |
| 7D | -1.9% | -4.5% | +2.6% | -0.5% |
| 30D | -4.6% | -8.6% | +4.0% | -2.2% |
| 3M | -1.2% | -13.8% | +12.6% | +3.0% |
| 6M | +9.4% | -17.2% | +26.6% | +14.9% |
| YTD | +13.3% | -9.4% | +22.7% | +15.1% |
| 1Y | +13.4% | -11.9% | +25.2% | +15.9% |
| 3Y | +50.4% | -49.6% | +100.0% | +80.4% |
| 5Y | +49.0% | -37.2% | +86.1% | +65.8% |
| 10Y | +182.6% | -11.3% | +193.9% | +175.0% |
| All | +1,054.0% | +2,125.8% | -1,071.8% | +355.1% |
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