+17.6%
IP vs STZ
+13.4%
+4.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.2% |
| 7D | -0.3% | +2.6% | -2.9% | -1.3% |
| 30D | +7.9% | +15.2% | -7.3% | +1.6% |
| 3M | -15.3% | +7.6% | -23.0% | -18.2% |
| 6M | +10.5% | +5.3% | +5.2% | +7.3% |
| YTD | -9.4% | +8.6% | -18.0% | -14.3% |
| 1Y | -4.6% | +15.6% | -20.2% | -12.3% |
| 3Y | +21.2% | -35.2% | +56.4% | +39.7% |
| 5Y | -13.3% | -29.1% | +15.8% | -5.7% |
| All | +17.6% | +13.4% | +4.2% | +5.9% |
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 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