+2.3%
IP vs STZ
+14.7%
-12.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.3% | -3.8% | +0.3% |
| 7D | +3.4% | +13.0% | -9.6% | +0.5% |
| 30D | +11.2% | +29.4% | -18.2% | +4.5% |
| 3M | -14.8% | +11.6% | -26.4% | -17.1% |
| 6M | +17.3% | -0.2% | +17.5% | +16.6% |
| YTD | -6.2% | +8.6% | -14.7% | -12.4% |
| 1Y | +2.3% | +15.9% | -13.6% | -6.9% |
| All | +2.3% | +14.7% | -12.4% | -6.9% |
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