+22.9%
IP vs STZ
-9.8%
+32.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.5% |
| 7D | -5.3% | -1.9% | -3.3% | -4.5% |
| 30D | -10.9% | -1.9% | -9.0% | -10.3% |
| 3M | +11.2% | -6.2% | +17.4% | +13.7% |
| 6M | -10.2% | -14.0% | +3.8% | -5.5% |
| YTD | -2.0% | -5.1% | +3.1% | -1.6% |
| 1Y | -19.1% | -9.6% | -9.5% | -17.2% |
| 3Y | +20.9% | -47.2% | +68.1% | +52.0% |
| 5Y | -17.8% | -33.6% | +15.8% | -8.3% |
| All | +22.9% | -9.8% | +32.7% | +19.2% |
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