+12.4%
IYR vs STZ
+14.7%
-2.3%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.3% | -2.2% | +2.3% |
| 7D | +6.9% | +13.0% | -6.1% | +5.0% |
| 30D | +10.2% | +29.4% | -19.2% | +6.2% |
| 3M | -0.3% | +11.6% | -11.9% | -2.0% |
| 6M | +3.6% | -0.2% | +3.8% | +3.0% |
| YTD | +12.5% | +8.6% | +3.9% | +9.6% |
| 1Y | +12.4% | +15.9% | -3.5% | +7.1% |
| All | +12.4% | +14.7% | -2.3% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling