+948.7%
STZ vs IAG
+377.5%
+571.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.6% |
| 7D | -1.9% | -0.5% | -1.4% | -1.9% |
| 30D | -1.9% | +28.9% | -30.8% | -3.2% |
| 3M | -6.2% | +19.1% | -25.4% | -7.3% |
| 6M | -14.0% | -10.3% | -3.8% | -14.0% |
| YTD | -5.1% | +24.2% | -29.3% | -6.9% |
| 1Y | -9.6% | +116.5% | -126.1% | -14.0% |
| 3Y | -47.2% | +742.8% | -790.0% | -54.0% |
| 5Y | -33.6% | +753.3% | -786.9% | -43.3% |
| 10Y | -9.8% | +403.2% | -413.0% | -23.8% |
| All | +948.7% | +377.5% | +571.2% | +687.2% |
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