+40.1%
IJR vs STZ
-37.5%
+77.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.7% | -1.4% |
| 7D | -2.3% | -4.1% | +1.8% | -1.2% |
| 30D | -4.7% | -7.6% | +2.9% | -2.7% |
| 3M | +2.1% | -12.3% | +14.4% | +5.8% |
| 6M | +13.9% | -16.3% | +30.2% | +19.1% |
| YTD | +18.2% | -8.4% | +26.6% | +18.9% |
| 1Y | +21.8% | -10.8% | +32.7% | +23.4% |
| 3Y | +52.2% | -49.0% | +101.2% | +86.7% |
| 5Y | +40.1% | -36.5% | +76.6% | +47.2% |
| All | +40.1% | -37.5% | +77.6% | +47.2% |
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