+1.1%
STZ vs IAG
+365.5%
-364.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.2% | -9.0% | -2.1% |
| 7D | +4.9% | +21.4% | -16.5% | +4.0% |
| 30D | +20.9% | +4.0% | +16.8% | +20.5% |
| 3M | +8.0% | +17.0% | -9.0% | +7.0% |
| 6M | -5.3% | +1.4% | -6.7% | -5.7% |
| YTD | +5.9% | +13.8% | -7.8% | +4.4% |
| 1Y | +14.2% | +55.8% | -41.6% | +10.8% |
| 3Y | -37.0% | +647.4% | -684.4% | -44.2% |
| 5Y | -29.7% | +519.1% | -548.8% | -38.6% |
| All | +1.1% | +365.5% | -364.4% | -13.4% |
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