+15.5%
STZ vs IAG
+384.2%
-368.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.1% | +5.5% | +0.6% |
| 7D | 0.0% | -2.1% | +2.1% | +0.1% |
| 30D | +14.7% | -6.2% | +20.9% | +14.9% |
| 3M | +8.8% | -5.1% | +13.9% | +8.8% |
| 6M | +3.1% | -10.0% | +13.0% | +3.1% |
| YTD | +7.9% | +3.9% | +3.9% | +6.7% |
| 1Y | +14.2% | +18.9% | -4.7% | +12.1% |
| 3Y | -35.2% | +651.8% | -687.0% | -42.7% |
| 5Y | -29.6% | +416.3% | -445.8% | -38.1% |
| All | +15.5% | +384.2% | -368.6% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling