-2.5%
IBM vs STZ
-10.2%
+7.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | 0.0% |
| 7D | -0.3% | -1.9% | +1.6% | -0.4% |
| 30D | +0.3% | -1.9% | +2.2% | +0.2% |
| 3M | -21.6% | -6.2% | -15.4% | -22.1% |
| 6M | -4.7% | -14.0% | +9.3% | -6.5% |
| YTD | -19.1% | -5.1% | -14.0% | -21.8% |
| 1Y | -2.5% | -9.6% | +7.1% | -6.3% |
| All | -2.5% | -10.2% | +7.7% | -6.3% |
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 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