-1.1%
IP vs STZ
+15.5%
-16.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.3% | -3.8% |
| 7D | -5.0% | +11.8% | -16.8% | -7.4% |
| 30D | +6.5% | +26.0% | -19.4% | +0.7% |
| 3M | -18.0% | +11.5% | -29.6% | -20.2% |
| 6M | +10.3% | -2.0% | +12.3% | +10.0% |
| YTD | -9.9% | +7.9% | -17.7% | -15.8% |
| 1Y | -1.1% | +13.9% | -15.0% | -9.8% |
| All | -1.1% | +15.5% | -16.6% | -9.8% |
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