-18.7%
IBM vs STZ
+15.1%
-33.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.5% |
| 7D | -1.7% | -0.9% | -0.8% | -1.7% |
| 30D | +10.1% | +14.9% | -4.8% | +10.5% |
| 3M | +4.8% | +8.4% | -3.6% | +4.6% |
| 6M | +12.6% | +2.8% | +9.8% | +11.2% |
| YTD | -13.9% | +7.5% | -21.4% | -18.4% |
| 1Y | -18.7% | +12.5% | -31.3% | -23.6% |
| All | -18.7% | +15.1% | -33.8% | -23.6% |
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