+69.6%
IWM vs STZ
-34.9%
+104.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | +1.4% | +2.6% | -1.1% | +1.0% |
| 30D | +2.3% | +15.2% | -12.9% | -0.1% |
| 3M | -8.3% | +7.6% | -16.0% | -9.5% |
| 6M | -1.3% | +5.3% | -6.6% | -2.4% |
| YTD | +13.5% | +8.6% | +4.9% | +10.3% |
| 1Y | +18.4% | +15.6% | +2.8% | +13.2% |
| 3Y | +69.6% | -35.2% | +104.8% | +79.3% |
| All | +69.6% | -34.9% | +104.5% | +79.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling