+11.8%
STZ vs IBN
+389.8%
-378.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -0.9% | +11.1% | -12.1% | -3.5% |
| 30D | +14.9% | +23.9% | -8.9% | +9.2% |
| 3M | +8.4% | +16.3% | -7.9% | +4.6% |
| 6M | +2.8% | +34.2% | -31.4% | -4.2% |
| YTD | +7.5% | +17.6% | -10.0% | +3.1% |
| 1Y | +12.5% | +13.8% | -1.3% | +8.7% |
| 3Y | -35.4% | +57.0% | -92.4% | -43.0% |
| 5Y | -29.3% | +75.3% | -104.6% | -39.9% |
| 10Y | +11.8% | +388.7% | -376.9% | -19.4% |
| All | +11.8% | +389.8% | -378.1% | -19.4% |
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