+194.7%
IWD vs STZ
-14.3%
+209.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.6% | +4.8% | +1.0% |
| 7D | -0.2% | -7.4% | +7.2% | +2.3% |
| 30D | -0.8% | -10.9% | +10.1% | +2.9% |
| 3M | +8.0% | -13.4% | +21.5% | +12.8% |
| 6M | +18.2% | -16.2% | +34.4% | +24.1% |
| YTD | +22.3% | -10.4% | +32.8% | +24.7% |
| 1Y | +28.9% | -14.8% | +43.7% | +33.2% |
| 3Y | +71.5% | -50.1% | +121.7% | +111.5% |
| 5Y | +73.6% | -38.8% | +112.4% | +95.3% |
| 10Y | +194.7% | -14.1% | +208.8% | +187.4% |
| All | +194.7% | -14.3% | +209.0% | +187.4% |
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