+26.5%
IP vs STZ
+3.4%
+23.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.6% |
| 7D | -5.1% | +4.9% | -10.0% | -6.9% |
| 30D | +8.5% | +20.9% | -12.4% | +0.2% |
| 3M | -13.8% | +8.0% | -21.8% | -16.9% |
| 6M | +5.7% | -5.3% | +11.0% | +7.2% |
| YTD | -9.1% | +5.9% | -15.0% | -13.1% |
| 1Y | -0.8% | +14.2% | -15.0% | -8.2% |
| 3Y | +14.8% | -37.0% | +51.8% | +33.4% |
| 5Y | -11.5% | -29.7% | +18.2% | -3.6% |
| All | +26.5% | +3.4% | +23.1% | +17.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling