+138.2%
IBM vs STZ
-29.7%
+167.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.6% |
| 7D | -5.0% | +4.9% | -9.9% | -5.7% |
| 30D | +11.1% | +20.9% | -9.8% | +7.6% |
| 3M | +5.7% | +8.0% | -2.3% | +4.2% |
| 6M | +10.1% | -5.3% | +15.4% | +10.6% |
| YTD | -15.6% | +5.9% | -21.5% | -18.1% |
| 1Y | -19.5% | +14.2% | -33.8% | -23.4% |
| 3Y | +80.4% | -37.0% | +117.4% | +96.0% |
| All | +138.2% | -29.7% | +167.9% | +153.5% |
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