+65.6%
IYR vs STZ
-10.3%
+76.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.6% |
| 7D | -2.8% | -4.1% | +1.3% | -1.4% |
| 30D | -2.5% | -7.6% | +5.1% | +0.1% |
| 3M | -3.0% | -12.3% | +9.3% | +1.4% |
| 6M | +1.6% | -16.3% | +17.9% | +7.6% |
| YTD | +7.3% | -8.4% | +15.7% | +8.9% |
| 1Y | +5.6% | -10.8% | +16.4% | +7.9% |
| 3Y | +28.1% | -49.0% | +77.1% | +60.7% |
| 5Y | +6.1% | -36.5% | +42.6% | +20.4% |
| All | +65.6% | -10.3% | +76.0% | +59.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling