+64.2%
IWM vs STZ
-37.2%
+101.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.3% |
| 7D | -2.0% | +4.9% | -6.9% | -2.8% |
| 30D | -1.5% | +20.9% | -22.3% | -4.6% |
| 3M | -8.0% | +8.0% | -16.0% | -9.3% |
| 6M | -4.1% | -5.3% | +1.2% | -3.2% |
| YTD | +11.9% | +5.9% | +6.0% | +9.2% |
| 1Y | +15.0% | +14.2% | +0.8% | +10.0% |
| 3Y | +64.2% | -37.0% | +101.2% | +74.4% |
| All | +64.2% | -37.2% | +101.4% | +74.4% |
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 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