-11.5%
IP vs STZ
-27.8%
+16.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | 0.0% | +5.3% | -5.3% | -1.7% |
| 30D | +9.4% | +19.6% | -10.2% | +3.0% |
| 3M | -14.1% | +10.0% | -24.0% | -16.9% |
| 6M | +9.2% | -0.3% | +9.4% | +8.6% |
| YTD | -7.5% | +8.6% | -16.1% | -11.7% |
| 1Y | -2.8% | +16.6% | -19.4% | -9.6% |
| 3Y | +21.2% | -34.8% | +56.0% | +34.7% |
| 5Y | -11.5% | -27.8% | +16.4% | -9.3% |
| All | -11.5% | -27.8% | +16.4% | -9.3% |
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