+726.5%
IWD vs STZ
+2,230.0%
-1,503.5%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -0.3% | -1.9% | +1.6% | +0.3% |
| 30D | +0.6% | -1.9% | +2.5% | +1.0% |
| 3M | +7.2% | -6.2% | +13.5% | +8.8% |
| 6M | +16.2% | -14.0% | +30.2% | +20.5% |
| YTD | +23.3% | -5.1% | +28.5% | +23.7% |
| 1Y | +29.6% | -9.6% | +39.1% | +31.4% |
| 3Y | +70.5% | -47.2% | +117.7% | +99.3% |
| 5Y | +73.5% | -33.6% | +107.1% | +88.2% |
| 10Y | +198.3% | -9.8% | +208.1% | +186.9% |
| All | +726.5% | +2,230.0% | -1,503.5% | +244.8% |
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