-1.7%
IP vs STZ
+17.1%
-18.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.4% | +2.3% |
| 7D | -3.0% | +3.4% | -6.5% | -3.8% |
| 30D | +10.6% | +19.6% | -9.0% | +5.9% |
| 3M | -13.6% | +8.0% | -21.6% | -15.3% |
| 6M | +10.4% | -0.3% | +10.7% | +9.7% |
| YTD | -6.5% | +8.6% | -15.1% | -13.4% |
| All | -1.7% | +17.1% | -18.7% | -12.7% |
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 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