+166.9%
IWM vs STZ
-14.3%
+181.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.6% | +5.2% | +1.6% |
| 7D | +1.4% | -7.4% | +8.8% | +4.2% |
| 30D | -2.3% | -10.9% | +8.6% | +1.7% |
| 3M | +4.0% | -13.4% | +17.4% | +9.1% |
| 6M | +17.9% | -16.2% | +34.1% | +24.5% |
| YTD | +20.2% | -10.4% | +30.7% | +22.6% |
| 1Y | +25.0% | -14.8% | +39.7% | +29.5% |
| 3Y | +66.0% | -50.1% | +116.1% | +110.1% |
| 5Y | +40.0% | -38.8% | +78.8% | +60.5% |
| 10Y | +166.9% | -14.1% | +181.0% | +164.2% |
| All | +166.9% | -14.3% | +181.2% | +164.2% |
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 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