-46.8%
STZ vs IBB
+64.8%
-111.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -1.9% | +1.4% | -3.3% | -2.3% |
| 30D | -1.9% | +10.5% | -12.4% | -4.9% |
| 3M | -6.2% | +23.6% | -29.9% | -12.4% |
| 6M | -14.0% | +22.6% | -36.6% | -19.6% |
| YTD | -5.1% | +25.7% | -30.8% | -12.5% |
| 1Y | -9.6% | +51.4% | -60.9% | -22.8% |
| All | -46.8% | +64.8% | -111.6% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 3y: compounded portfolio wealth divided by compounded IBB 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…
3y analysis · Full analysis span regression · 6 months rolling