-9.7%
STZ vs IBN
+335.2%
-344.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -1.9% | +1.4% | -3.3% | -2.2% |
| 30D | -1.9% | -0.3% | -1.6% | -1.8% |
| 3M | -6.2% | +17.1% | -23.3% | -9.6% |
| 6M | -14.0% | +3.4% | -17.4% | -14.9% |
| YTD | -5.1% | +2.5% | -7.6% | -6.0% |
| 1Y | -9.6% | -4.2% | -5.4% | -9.2% |
| 3Y | -47.2% | +32.4% | -79.6% | -51.4% |
| 5Y | -33.6% | +59.2% | -92.8% | -42.1% |
| All | -9.7% | +335.2% | -344.9% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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