+228.8%
IP vs STZ
+9,621.1%
-9,392.3%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.4% |
| 7D | -5.3% | -1.9% | -3.3% | -4.8% |
| 30D | -10.9% | -1.9% | -9.0% | -10.5% |
| 3M | +11.2% | -6.2% | +17.4% | +12.9% |
| 6M | -10.2% | -14.0% | +3.8% | -7.1% |
| YTD | -2.0% | -5.1% | +3.1% | -1.4% |
| 1Y | -19.1% | -9.6% | -9.5% | -17.6% |
| 3Y | +20.9% | -47.2% | +68.1% | +40.0% |
| 5Y | -17.8% | -33.6% | +15.8% | -10.7% |
| 10Y | +23.5% | -9.8% | +33.3% | +22.0% |
| All | +228.8% | +9,621.1% | -9,392.3% | +43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling