-16.1%
IP vs STZ
-33.3%
+17.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.4% |
| 7D | -5.3% | -1.9% | -3.3% | -4.7% |
| 30D | -10.9% | -1.9% | -9.0% | -10.4% |
| 3M | +11.2% | -6.2% | +17.4% | +13.3% |
| 6M | -10.2% | -14.0% | +3.8% | -6.4% |
| YTD | -2.0% | -5.1% | +3.1% | -1.9% |
| 1Y | -19.1% | -9.6% | -9.5% | -17.8% |
| 3Y | +20.9% | -47.2% | +68.1% | +45.7% |
| All | -16.1% | -33.3% | +17.2% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling