+711.5%
IYR vs STZ
+2,429.2%
-1,717.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | -1.2% | -0.9% | -0.3% | -0.9% |
| 30D | +6.1% | +14.9% | -8.8% | +1.2% |
| 3M | +0.9% | +8.4% | -7.5% | -2.1% |
| 6M | +1.2% | +2.8% | -1.6% | -0.4% |
| YTD | +11.1% | +7.5% | +3.6% | +6.8% |
| 1Y | +9.0% | +12.5% | -3.6% | +3.0% |
| 3Y | +41.4% | -35.4% | +76.8% | +58.2% |
| 5Y | +6.7% | -29.3% | +35.9% | +15.1% |
| 10Y | +87.7% | +11.8% | +75.9% | +68.3% |
| All | +711.5% | +2,429.2% | -1,717.7% | +223.3% |
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