+112.0%
IBM vs STZ
-36.5%
+148.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.6% | +4.4% | -0.3% |
| 7D | +0.3% | -7.4% | +7.7% | +1.5% |
| 30D | -1.5% | -10.9% | +9.4% | +0.3% |
| 3M | -16.8% | -13.4% | -3.3% | -14.9% |
| 6M | -9.0% | -16.2% | +7.2% | -6.9% |
| YTD | -20.1% | -10.4% | -9.6% | -20.2% |
| 1Y | -7.0% | -14.8% | +7.8% | -6.2% |
| 3Y | +72.4% | -50.1% | +122.5% | +97.8% |
| 5Y | +112.0% | -38.8% | +150.8% | +120.3% |
| All | +112.0% | -36.5% | +148.5% | +120.3% |
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 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