-28.4%
STZ vs IBB
+34.6%
-63.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.0% | +4.4% | +0.8% |
| 7D | +11.8% | -3.6% | +15.4% | +12.9% |
| 30D | +26.0% | +3.4% | +22.6% | +24.5% |
| 3M | +11.5% | +9.5% | +2.0% | +8.0% |
| 6M | -2.0% | +23.3% | -25.3% | -8.9% |
| YTD | +7.9% | +24.5% | -16.7% | -0.7% |
| 1Y | +13.9% | +32.9% | -19.0% | +2.4% |
| 3Y | -35.8% | +76.6% | -112.4% | -48.5% |
| 5Y | -28.4% | +35.5% | -63.9% | -41.9% |
| All | -28.4% | +34.6% | -63.0% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling