+20.0%
IWM vs STZ
-29.7%
+49.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.5% |
| 7D | -2.0% | +4.9% | -6.9% | -3.3% |
| 30D | -1.5% | +20.9% | -22.3% | -6.5% |
| 3M | -8.0% | +8.0% | -16.0% | -10.2% |
| 6M | -4.1% | -5.3% | +1.2% | -3.1% |
| YTD | +11.9% | +5.9% | +6.0% | +7.8% |
| 1Y | +15.0% | +14.2% | +0.8% | +7.7% |
| 3Y | +64.2% | -37.0% | +101.2% | +86.7% |
| All | +20.0% | -29.7% | +49.7% | +23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling