+9.0%
IYR vs STZ
+15.1%
-6.1%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | -1.2% | -0.9% | -0.3% | -1.1% |
| 30D | +6.1% | +14.9% | -8.8% | +4.0% |
| 3M | +0.9% | +8.4% | -7.5% | -0.4% |
| 6M | +1.2% | +2.8% | -1.6% | +0.4% |
| YTD | +11.1% | +7.5% | +3.6% | +8.6% |
| 1Y | +9.0% | +12.5% | -3.6% | +4.8% |
| All | +9.0% | +15.1% | -6.1% | +4.8% |
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 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