-14.6%
IP vs STZ
-29.2%
+14.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | +6.7% | +14.7% | -8.0% | +1.9% |
| 3M | -16.6% | +8.8% | -25.4% | -19.1% |
| 6M | +6.0% | +3.1% | +2.9% | +4.3% |
| YTD | -10.7% | +7.9% | -18.6% | -14.5% |
| 1Y | -6.7% | +14.2% | -20.8% | -12.6% |
| 3Y | +17.1% | -35.2% | +52.3% | +30.4% |
| 5Y | -14.6% | -29.6% | +15.0% | -11.3% |
| All | -14.6% | -29.2% | +14.6% | -11.3% |
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