+27.2%
IJR vs STZ
-29.4%
+56.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | +2.2% | +2.6% | -0.4% | +1.5% |
| 30D | +3.8% | +15.2% | -11.3% | -0.3% |
| 3M | -5.7% | +7.6% | -13.4% | -7.9% |
| 6M | +4.6% | +5.3% | -0.6% | +2.6% |
| YTD | +18.0% | +8.6% | +9.3% | +12.9% |
| 1Y | +21.8% | +15.6% | +6.2% | +13.9% |
| 3Y | +61.1% | -35.2% | +96.2% | +81.2% |
| All | +27.2% | -29.4% | +56.6% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling