+5.7%
IYR vs STZ
-38.0%
+43.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | -0.9% | -6.0% | +5.1% | +1.0% |
| 30D | -2.4% | -8.9% | +6.5% | +0.4% |
| 3M | -2.0% | -12.6% | +10.5% | +1.9% |
| 6M | +2.5% | -17.2% | +19.7% | +8.0% |
| YTD | +8.3% | -10.0% | +18.3% | +10.0% |
| 1Y | +6.5% | -14.3% | +20.8% | +9.7% |
| 3Y | +29.3% | -49.9% | +79.2% | +62.3% |
| 5Y | +5.7% | -38.2% | +43.9% | +19.0% |
| All | +5.7% | -38.0% | +43.6% | +19.0% |
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