+700.6%
IYR vs STZ
+2,131.7%
-1,431.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -1.2% | -1.9% | +0.7% | -0.6% |
| 30D | -2.9% | -1.9% | -1.0% | -2.4% |
| 3M | +0.8% | -6.2% | +7.1% | +2.7% |
| 6M | +1.9% | -14.0% | +15.9% | +6.3% |
| YTD | +9.6% | -5.1% | +14.7% | +10.2% |
| 1Y | +8.1% | -9.6% | +17.6% | +10.0% |
| 3Y | +29.2% | -47.2% | +76.4% | +55.0% |
| 5Y | +4.3% | -33.6% | +37.9% | +15.2% |
| 10Y | +64.7% | -9.8% | +74.5% | +58.5% |
| All | +700.6% | +2,131.7% | -1,431.1% | +233.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling