+15.9%
IP vs STZ
+12.6%
+3.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | +6.7% | +14.7% | -8.0% | +0.6% |
| 3M | -16.6% | +8.8% | -25.4% | -19.8% |
| 6M | +6.0% | +3.1% | +2.9% | +3.8% |
| YTD | -10.7% | +7.9% | -18.6% | -15.3% |
| 1Y | -6.7% | +14.2% | -20.8% | -13.7% |
| 3Y | +17.1% | -35.2% | +52.3% | +34.9% |
| 5Y | -14.6% | -29.6% | +15.0% | -6.7% |
| All | +15.9% | +12.6% | +3.3% | +4.7% |
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