+2,539.7%
IBM vs STZ
+10,752.7%
-8,213.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.6% |
| 7D | -5.0% | +4.9% | -9.9% | -5.8% |
| 30D | +11.1% | +20.9% | -9.8% | +7.5% |
| 3M | +5.7% | +8.0% | -2.3% | +4.2% |
| 6M | +10.1% | -5.3% | +15.4% | +10.7% |
| YTD | -15.6% | +5.9% | -21.5% | -17.2% |
| 1Y | -19.5% | +14.2% | -33.8% | -22.2% |
| 3Y | +80.4% | -37.0% | +117.4% | +91.4% |
| 5Y | +140.0% | -29.7% | +169.7% | +148.9% |
| 10Y | +155.0% | +5.2% | +149.8% | +145.1% |
| All | +2,539.7% | +10,752.7% | -8,213.0% | +1,545.8% |
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