+1,092.2%
STZ vs IAG
+308.0%
+784.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | +11.8% | +4.5% | +7.2% | +11.5% |
| 30D | +26.0% | -5.7% | +31.6% | +26.2% |
| 3M | +11.5% | +10.1% | +1.4% | +10.7% |
| 6M | -2.0% | +7.3% | -9.3% | -2.8% |
| YTD | +7.9% | +6.1% | +1.7% | +6.5% |
| 1Y | +13.9% | +46.8% | -32.9% | +10.6% |
| 3Y | -35.8% | +573.1% | -608.9% | -43.4% |
| 5Y | -28.4% | +477.6% | -506.0% | -37.7% |
| 10Y | +7.1% | +315.7% | -308.6% | -8.6% |
| All | +1,092.2% | +308.0% | +784.2% | +800.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling