+1,158.3%
IJR vs STZ
+2,230.0%
-1,071.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | -0.2% | -1.9% | +1.8% | +0.5% |
| 30D | -2.4% | -1.9% | -0.5% | -2.0% |
| 3M | +3.9% | -6.2% | +10.2% | +5.7% |
| 6M | +12.4% | -14.0% | +26.4% | +17.1% |
| YTD | +21.5% | -5.1% | +26.6% | +21.9% |
| 1Y | +24.0% | -9.6% | +33.5% | +26.0% |
| 3Y | +49.7% | -47.2% | +96.9% | +78.5% |
| 5Y | +39.7% | -33.6% | +73.3% | +53.5% |
| 10Y | +169.0% | -9.8% | +178.8% | +160.7% |
| All | +1,158.3% | +2,230.0% | -1,071.7% | +354.2% |
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 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