+39.1%
IWM vs STZ
-33.3%
+72.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +0.1% | -1.9% | +2.0% | +0.6% |
| 30D | -1.3% | -1.9% | +0.6% | -0.9% |
| 3M | +1.6% | -6.2% | +7.8% | +3.1% |
| 6M | +13.6% | -14.0% | +27.6% | +17.7% |
| YTD | +20.8% | -5.1% | +25.9% | +20.1% |
| 1Y | +26.4% | -9.6% | +36.0% | +27.5% |
| 3Y | +60.7% | -47.2% | +107.9% | +95.3% |
| All | +39.1% | -33.3% | +72.4% | +48.4% |
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 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