+728.9%
IWD vs STZ
+2,501.2%
-1,772.3%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.2% |
| 7D | -0.5% | +4.9% | -5.4% | -1.9% |
| 30D | +2.7% | +20.9% | -18.2% | -3.0% |
| 3M | +0.9% | +8.0% | -7.1% | -1.7% |
| 6M | +10.5% | -5.3% | +15.8% | +11.4% |
| YTD | +23.7% | +5.9% | +17.8% | +19.8% |
| 1Y | +28.7% | +14.2% | +14.5% | +21.7% |
| 3Y | +79.7% | -37.0% | +116.7% | +99.0% |
| 5Y | +69.7% | -29.7% | +99.4% | +80.7% |
| 10Y | +211.4% | +5.2% | +206.3% | +186.0% |
| All | +728.9% | +2,501.2% | -1,772.3% | +234.0% |
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