+168.1%
IJR vs STZ
-11.3%
+179.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.9% |
| 7D | -2.2% | -4.5% | +2.3% | -0.6% |
| 30D | -4.6% | -8.6% | +4.0% | -1.5% |
| 3M | +0.2% | -13.8% | +14.0% | +5.5% |
| 6M | +14.7% | -17.2% | +31.9% | +21.9% |
| YTD | +18.9% | -9.4% | +28.2% | +20.9% |
| 1Y | +19.9% | -11.9% | +31.8% | +22.9% |
| 3Y | +53.0% | -49.6% | +102.6% | +93.8% |
| 5Y | +40.9% | -37.2% | +78.0% | +60.0% |
| All | +168.1% | -11.3% | +179.4% | +164.8% |
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